+349.2%
GDX vs PR
+72.8%
+276.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.8% | -4.6% | +0.9% | -3.7% |
| 3M | -5.4% | +4.7% | -10.1% | -5.7% |
| 6M | -12.7% | +12.4% | -25.1% | -13.2% |
| YTD | -0.7% | +62.9% | -63.5% | -2.9% |
| 1Y | +11.9% | +70.6% | -58.7% | +9.2% |
| 3Y | +223.9% | +90.0% | +133.9% | +213.3% |
| 5Y | +163.2% | +255.5% | -92.3% | +148.3% |
| 10Y | +349.2% | +78.7% | +270.4% | +311.2% |
| All | +349.2% | +72.8% | +276.4% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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