+349.2%
GDX vs PRU
+102.7%
+246.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +0.7% | -2.8% | +3.6% | +0.9% |
| 30D | -3.8% | +8.5% | -12.3% | -4.4% |
| 3M | -5.4% | +1.7% | -7.2% | -5.6% |
| 6M | -12.7% | +24.8% | -37.5% | -14.2% |
| YTD | -0.7% | +13.3% | -13.9% | -1.8% |
| 1Y | +11.9% | +21.4% | -9.5% | +10.1% |
| 3Y | +223.9% | +54.8% | +169.1% | +213.2% |
| 5Y | +163.2% | +42.4% | +120.8% | +155.2% |
| 10Y | +349.2% | +98.4% | +250.7% | +354.7% |
| All | +349.2% | +102.7% | +246.5% | +354.7% |
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