+319.2%
GDX vs PM
+242.6%
+76.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.5% |
| 7D | +11.5% | -6.6% | +18.1% | +12.9% |
| 30D | -3.1% | -3.4% | +0.3% | -2.7% |
| 3M | -4.4% | +5.3% | -9.8% | -5.7% |
| 6M | -8.6% | +15.5% | -24.1% | -12.1% |
| YTD | +0.8% | +24.3% | -23.4% | -4.9% |
| 1Y | +14.7% | +29.7% | -15.0% | +6.9% |
| 3Y | +228.8% | +144.9% | +83.9% | +164.1% |
| 5Y | +173.4% | +159.0% | +14.3% | +116.9% |
| 10Y | +319.2% | +250.9% | +68.3% | +159.4% |
| All | +319.2% | +242.6% | +76.7% | +159.4% |
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