+365.0%
GDX vs PINS
-19.7%
+384.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | +15.6% | -6.2% | +21.7% | +16.1% |
| 30D | +2.4% | -10.9% | +13.4% | +3.3% |
| 3M | +1.7% | -19.5% | +21.3% | +3.2% |
| 6M | -3.3% | -10.4% | +7.1% | -3.0% |
| YTD | +6.6% | -26.4% | +33.0% | +8.2% |
| 1Y | +27.0% | -29.6% | +56.6% | +29.3% |
| 3Y | +243.4% | -39.0% | +282.4% | +245.6% |
| 5Y | +194.2% | -59.1% | +253.3% | +198.6% |
| All | +365.0% | -19.7% | +384.8% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling