+143.8%
GDX vs PL
+41.8%
+101.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.6% |
| 7D | -4.6% | +22.3% | -26.8% | -6.6% |
| 30D | -6.2% | -8.3% | +2.1% | -5.6% |
| 3M | -10.0% | -43.3% | +33.2% | -5.2% |
| 6M | -15.8% | -65.8% | +50.1% | -7.3% |
| YTD | -4.6% | -29.5% | +24.9% | -2.9% |
| 1Y | +4.0% | +11.7% | -7.7% | +1.2% |
| 3Y | +211.1% | +540.6% | -329.5% | +142.5% |
| 5Y | +152.3% | +32.9% | +119.4% | +120.3% |
| All | +143.8% | +41.8% | +101.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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