+41.2%
GDX vs PSKY
-31.0%
+72.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.0% | -3.7% |
| 7D | -5.4% | -6.0% | +0.6% | -4.5% |
| 30D | +6.6% | +10.7% | -4.1% | +4.8% |
| 3M | +30.1% | +1.2% | +28.9% | +29.5% |
| 6M | -7.1% | +1.5% | -8.6% | -7.8% |
| YTD | +12.0% | -21.8% | +33.7% | +13.6% |
| 1Y | +41.2% | -30.2% | +71.4% | +44.4% |
| All | +41.2% | -31.0% | +72.2% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling