+47.4%
GDX vs PINS
-47.0%
+94.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.0% |
| 7D | +4.0% | -5.2% | +9.2% | +3.5% |
| 30D | +9.5% | -14.9% | +24.4% | +7.9% |
| 3M | +25.1% | -8.4% | +33.5% | +24.0% |
| 6M | -2.9% | +0.6% | -3.6% | -2.6% |
| YTD | +14.7% | -22.2% | +36.9% | +15.0% |
| 1Y | +47.4% | -46.9% | +94.3% | +44.8% |
| All | +47.4% | -47.0% | +94.4% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling