+24.7%
GDX vs PRU
+19.8%
+4.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.1% |
| 7D | +13.6% | +2.4% | +11.2% | +12.7% |
| 30D | +2.5% | +6.1% | -3.6% | +0.4% |
| 3M | +4.4% | -0.7% | +5.1% | +4.2% |
| 6M | -5.2% | +22.1% | -27.3% | -12.5% |
| YTD | +2.1% | +9.8% | -7.6% | -7.5% |
| 1Y | +24.7% | +19.4% | +5.3% | +8.9% |
| All | +24.7% | +19.8% | +4.9% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling