+310.1%
GDX vs PRU
+115.4%
+194.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.2% |
| 7D | +15.6% | +3.2% | +12.4% | +15.3% |
| 30D | +2.4% | +7.9% | -5.5% | +1.9% |
| 3M | +1.7% | +1.8% | -0.1% | +1.6% |
| 6M | -3.3% | +24.1% | -27.4% | -4.8% |
| YTD | +6.6% | +12.4% | -5.7% | +5.5% |
| 1Y | +27.0% | +20.9% | +6.1% | +25.1% |
| 3Y | +243.4% | +55.5% | +187.9% | +232.8% |
| 5Y | +194.2% | +42.7% | +151.5% | +185.9% |
| 10Y | +310.1% | +106.1% | +204.0% | +370.4% |
| All | +310.1% | +115.4% | +194.7% | +370.4% |
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