+296.0%
GDX vs PSKY
-74.6%
+370.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -2.0% |
| 30D | +6.8% | +11.6% | -4.8% | +5.8% |
| 3M | +24.9% | +1.5% | +23.4% | +24.6% |
| 6M | -4.2% | +7.7% | -11.9% | -5.0% |
| YTD | +13.2% | -20.1% | +33.3% | +14.6% |
| 1Y | +40.2% | -38.3% | +78.5% | +44.3% |
| 3Y | +249.6% | -17.7% | +267.3% | +245.0% |
| 5Y | +230.4% | -69.9% | +300.3% | +238.0% |
| All | +296.0% | -74.6% | +370.6% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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