+211.3%
GDX vs PR
+64.2%
+147.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.0% |
| 7D | +13.6% | -16.4% | +30.0% | +14.9% |
| 30D | +2.5% | -1.9% | +4.4% | +2.2% |
| 3M | +4.4% | +8.0% | -3.6% | +3.4% |
| 6M | -5.2% | +4.1% | -9.3% | -5.9% |
| YTD | +2.1% | +58.7% | -56.6% | -5.5% |
| 1Y | +24.7% | +75.8% | -51.1% | +13.4% |
| 3Y | +211.3% | +73.2% | +138.1% | +166.5% |
| All | +211.3% | +64.2% | +147.0% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling