+358.0%
GDX vs PSKY
-85.2%
+443.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.3% |
| 7D | -1.8% | -24.6% | +22.8% | +0.7% |
| 30D | -6.8% | -36.1% | +29.3% | -3.0% |
| 3M | +11.5% | -54.8% | +66.3% | +17.7% |
| 6M | +11.5% | -54.8% | +66.3% | +17.7% |
| YTD | +11.5% | -54.8% | +66.3% | +17.7% |
| 1Y | +4.6% | -58.4% | +63.0% | +11.1% |
| 3Y | +213.3% | -40.7% | +254.0% | +217.4% |
| 5Y | +189.1% | -80.0% | +269.1% | +205.7% |
| All | +358.0% | -85.2% | +443.1% | +321.8% |
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