+319.2%
GDX vs PRU
+107.2%
+212.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -5.5% |
| 7D | +11.5% | +3.8% | +7.7% | +11.1% |
| 30D | -3.1% | +9.0% | -12.2% | -3.8% |
| 3M | -4.4% | +2.1% | -6.6% | -4.6% |
| 6M | -8.6% | +25.4% | -34.0% | -10.1% |
| YTD | +0.8% | +13.5% | -12.7% | -0.4% |
| 1Y | +14.7% | +21.3% | -6.7% | +12.8% |
| 3Y | +228.8% | +55.1% | +173.6% | +217.9% |
| 5Y | +173.4% | +43.6% | +129.8% | +165.0% |
| 10Y | +319.2% | +99.2% | +220.0% | +321.4% |
| All | +319.2% | +107.2% | +212.0% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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