+211.3%
GDX vs PRU
+46.4%
+164.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.7% |
| 7D | +13.6% | +2.4% | +11.2% | +13.1% |
| 30D | +2.5% | +6.1% | -3.6% | +1.3% |
| 3M | +4.4% | -0.7% | +5.1% | +4.4% |
| 6M | -5.2% | +22.1% | -27.3% | -9.0% |
| YTD | +2.1% | +9.8% | -7.6% | -0.9% |
| 1Y | +24.7% | +19.4% | +5.3% | +19.5% |
| 3Y | +211.3% | +50.4% | +160.9% | +144.0% |
| All | +211.3% | +46.4% | +164.9% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling