+100.1%
GDX vs PSLV
+120.6%
-20.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.9% |
| 7D | +1.9% | +3.3% | -1.4% | -0.7% |
| 30D | +9.9% | +2.1% | +7.8% | +8.3% |
| 3M | +28.2% | +7.1% | +21.1% | +21.9% |
| 6M | -2.9% | -21.6% | +18.7% | +17.7% |
| YTD | +16.0% | -6.7% | +22.7% | +12.7% |
| 1Y | +49.9% | +59.3% | -9.4% | -8.2% |
| 3Y | +263.6% | +182.1% | +81.5% | +37.0% |
| 5Y | +233.6% | +162.6% | +71.0% | +34.8% |
| 10Y | +315.3% | +203.0% | +112.3% | +46.9% |
| All | +100.1% | +120.6% | -20.5% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling