+177.3%
GDX vs PRU
+219.5%
-42.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | +13.6% | +2.4% | +11.2% | +13.3% |
| 30D | +2.5% | +6.1% | -3.6% | +1.7% |
| 3M | +4.4% | -0.7% | +5.1% | +4.5% |
| 6M | -5.2% | +22.1% | -27.3% | -7.6% |
| YTD | +2.1% | +9.8% | -7.6% | +0.7% |
| 1Y | +24.7% | +19.4% | +5.3% | +21.7% |
| 3Y | +211.3% | +50.4% | +160.9% | +193.3% |
| 5Y | +186.7% | +37.2% | +149.5% | +171.6% |
| 10Y | +285.3% | +119.5% | +165.8% | +228.3% |
| All | +177.3% | +219.5% | -42.2% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling