+296.0%
GDX vs PSLV
+190.6%
+105.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -2.2% | -3.5% | +1.3% | +0.6% |
| 30D | +6.8% | -2.1% | +8.9% | +8.8% |
| 3M | +24.9% | -1.6% | +26.6% | +27.0% |
| 6M | -4.2% | -25.5% | +21.3% | +21.1% |
| YTD | +13.2% | -11.4% | +24.6% | +12.8% |
| 1Y | +40.2% | +48.6% | -8.4% | -13.7% |
| 3Y | +249.6% | +166.9% | +82.7% | +24.9% |
| 5Y | +230.4% | +152.4% | +78.0% | +24.8% |
| All | +296.0% | +190.6% | +105.4% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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