+263.6%
GDX vs PINS
-25.5%
+289.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.2% |
| 7D | -0.4% | -12.0% | +11.6% | -0.6% |
| 30D | +18.6% | -12.7% | +31.3% | +18.4% |
| 3M | +14.9% | -5.5% | +20.4% | +14.7% |
| 6M | -6.3% | +5.3% | -11.5% | -6.3% |
| YTD | +15.7% | -21.2% | +36.9% | +16.4% |
| 1Y | +54.8% | -45.0% | +99.9% | +56.6% |
| All | +263.6% | -25.5% | +289.1% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling