+230.5%
GDX vs PINS
-63.4%
+293.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -0.4% | -12.0% | +11.6% | +0.1% |
| 30D | +18.6% | -12.7% | +31.3% | +19.3% |
| 3M | +14.9% | -5.5% | +20.4% | +15.0% |
| 6M | -6.3% | +5.3% | -11.5% | -6.8% |
| YTD | +15.7% | -21.2% | +36.9% | +16.8% |
| 1Y | +54.8% | -45.0% | +99.9% | +59.3% |
| 3Y | +253.4% | -26.2% | +279.7% | +249.2% |
| All | +230.5% | -63.4% | +293.9% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling