+211.3%
GDX vs PINS
-38.9%
+250.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.1% |
| 7D | +13.6% | -2.1% | +15.7% | +13.6% |
| 30D | +2.5% | -6.6% | +9.2% | +2.5% |
| 3M | +4.4% | -18.7% | +23.1% | +4.3% |
| 6M | -5.2% | -10.4% | +5.2% | -5.3% |
| YTD | +2.1% | -26.8% | +28.9% | +3.0% |
| 1Y | +24.7% | -27.9% | +52.6% | +25.8% |
| 3Y | +211.3% | -38.7% | +250.0% | +199.7% |
| All | +211.3% | -38.9% | +250.2% | +199.7% |
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