+194.2%
GDX vs PL
+37.0%
+157.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.5% | -10.1% | +2.9% |
| 7D | +15.6% | +10.9% | +4.7% | +14.0% |
| 30D | +2.4% | -16.4% | +18.8% | +4.0% |
| 3M | +1.7% | -39.9% | +41.7% | +6.6% |
| 6M | -3.3% | -63.2% | +59.9% | +5.6% |
| YTD | +6.6% | -27.1% | +33.8% | +8.1% |
| 1Y | +27.0% | +12.2% | +14.8% | +23.4% |
| 3Y | +243.4% | +584.3% | -340.9% | +165.5% |
| 5Y | +194.2% | +37.0% | +157.2% | +152.4% |
| All | +194.2% | +37.0% | +157.2% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling