+289.0%
GDX vs PM
+196.3%
+92.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +4.0% | -1.3% | +5.2% | +4.2% |
| 30D | +9.5% | -2.6% | +12.0% | +10.0% |
| 3M | +25.1% | +5.8% | +19.3% | +23.0% |
| 6M | -2.9% | +10.6% | -13.5% | -5.9% |
| YTD | +14.7% | +17.2% | -2.4% | +9.5% |
| 1Y | +47.4% | +17.6% | +29.8% | +40.3% |
| 3Y | +259.7% | +124.3% | +135.4% | +191.5% |
| 5Y | +227.7% | +125.1% | +102.6% | +164.0% |
| 10Y | +289.0% | +198.6% | +90.3% | +170.6% |
| All | +289.0% | +196.3% | +92.6% | +170.6% |
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