+153.8%
GDX vs PL
+46.3%
+107.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +0.7% | +13.4% | -12.6% | -0.7% |
| 30D | -3.8% | -10.2% | +6.4% | -3.0% |
| 3M | -5.4% | -39.5% | +34.0% | -1.0% |
| 6M | -12.7% | -65.7% | +53.0% | -4.0% |
| YTD | -0.7% | -27.3% | +26.6% | +0.8% |
| 1Y | +11.9% | +15.0% | -3.1% | +8.6% |
| 3Y | +223.9% | +560.8% | -336.9% | +151.6% |
| 5Y | +163.2% | +38.4% | +124.8% | +129.8% |
| All | +153.8% | +46.3% | +107.5% | +126.4% |
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