+405.7%
GDX vs PINS
-23.0%
+428.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +1.8% |
| 7D | +1.9% | -13.9% | +15.7% | +3.0% |
| 30D | +9.9% | -25.0% | +34.9% | +12.2% |
| 3M | +28.2% | -16.6% | +44.8% | +29.5% |
| 6M | -2.9% | -7.0% | +4.1% | -2.9% |
| YTD | +16.0% | -29.4% | +45.4% | +18.2% |
| 1Y | +49.9% | -49.9% | +99.8% | +56.6% |
| 3Y | +263.6% | -33.6% | +297.2% | +261.7% |
| 5Y | +233.6% | -66.8% | +300.4% | +245.0% |
| All | +405.7% | -23.0% | +428.8% | +325.8% |
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