+224.1%
GDX vs PSLV
+154.2%
+69.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -2.2% | -3.5% | +1.3% | +0.5% |
| 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% | +20.1% |
| YTD | +13.2% | -11.4% | +24.6% | +10.9% |
| 1Y | +40.2% | +48.6% | -8.4% | -17.3% |
| 3Y | +249.6% | +166.9% | +82.7% | +13.7% |
| All | +224.1% | +154.2% | +69.9% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling