+214.2%
GDX vs PRU
+226.9%
-12.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +18.6% | +2.7% | +15.9% | +18.2% |
| 3M | +14.9% | +19.5% | -4.6% | +12.2% |
| 6M | -6.3% | +26.6% | -32.9% | -9.0% |
| YTD | +15.7% | +12.3% | +3.4% | +13.8% |
| 1Y | +54.8% | +18.0% | +36.8% | +51.3% |
| 3Y | +253.4% | +47.0% | +206.4% | +234.0% |
| 5Y | +219.7% | +48.4% | +171.2% | +199.9% |
| 10Y | +300.2% | +142.4% | +157.8% | +236.0% |
| All | +214.2% | +226.9% | -12.7% | +96.7% |
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 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