+180.6%
GDX vs PL
+11.6%
+169.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.1% | +11.5% | +2.4% |
| 7D | +5.4% | -20.5% | +26.0% | +7.8% |
| 30D | -2.8% | -38.8% | +36.0% | +2.0% |
| 3M | +2.5% | -49.1% | +51.6% | +9.3% |
| 6M | -0.1% | -69.4% | +69.3% | +11.3% |
| YTD | 0.0% | -42.3% | +42.3% | +3.9% |
| 1Y | +22.2% | -14.2% | +36.4% | +22.1% |
| 3Y | +201.4% | +398.7% | -197.3% | +140.7% |
| 5Y | +180.6% | +11.1% | +169.5% | +147.3% |
| All | +180.6% | +11.6% | +169.0% | +147.3% |
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