+54.8%
GDX vs PM
+16.6%
+38.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -0.4% | -4.9% | +4.5% | -0.5% |
| 30D | +18.6% | -3.4% | +22.0% | +18.6% |
| 3M | +14.9% | +5.2% | +9.7% | +14.3% |
| 6M | -6.3% | +3.7% | -10.0% | -7.2% |
| YTD | +15.7% | +15.8% | 0.0% | +14.4% |
| 1Y | +54.8% | +17.4% | +37.5% | +55.5% |
| All | +54.8% | +16.6% | +38.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling