+108.7%
GDX vs PM
+752.6%
-644.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | +18.6% | -3.4% | +22.0% | +19.7% |
| 3M | +14.9% | +5.2% | +9.7% | +12.5% |
| 6M | -6.3% | +3.7% | -10.0% | -8.2% |
| YTD | +15.7% | +15.8% | 0.0% | +9.5% |
| 1Y | +54.8% | +17.4% | +37.5% | +45.5% |
| 3Y | +253.4% | +116.9% | +136.5% | +172.8% |
| 5Y | +219.7% | +117.3% | +102.3% | +144.6% |
| 10Y | +300.2% | +193.8% | +106.5% | +167.8% |
| All | +108.7% | +752.6% | -644.0% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling