+393.0%
GDX vs PR
+169.5%
+223.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | +18.6% | +18.0% | +0.6% | +17.9% |
| 3M | +14.9% | +16.9% | -2.0% | +14.2% |
| 6M | -6.3% | +28.2% | -34.5% | -7.3% |
| YTD | +15.7% | +69.3% | -53.6% | +13.1% |
| 1Y | +54.8% | +69.5% | -14.7% | +51.2% |
| 3Y | +253.4% | +81.7% | +171.8% | +242.8% |
| 5Y | +219.7% | +422.2% | -202.6% | +200.1% |
| 10Y | +300.2% | +110.4% | +189.8% | +274.6% |
| All | +393.0% | +169.5% | +223.6% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling