+344.9%
GDX vs PM
+259.9%
+85.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +0.7% | -7.1% | +7.8% | +2.1% |
| 30D | -3.8% | -2.8% | -1.0% | -3.4% |
| 3M | -5.4% | +6.3% | -11.8% | -6.9% |
| 6M | -12.7% | +9.6% | -22.3% | -15.0% |
| YTD | -0.7% | +25.6% | -26.3% | -6.5% |
| 1Y | +11.9% | +29.7% | -17.8% | +4.5% |
| 3Y | +223.9% | +147.6% | +76.3% | +160.3% |
| 5Y | +163.2% | +160.1% | +3.1% | +109.2% |
| All | +344.9% | +259.9% | +85.0% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling