+24.8%
GDX vs PSX
+97.5%
-72.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.5% | +13.5% | +7.9% |
| 7D | +0.8% | -5.2% | +5.9% | -0.3% |
| 30D | -3.2% | -3.7% | +0.5% | -4.0% |
| 3M | +8.6% | +26.8% | -18.2% | +13.8% |
| 6M | -1.2% | +47.3% | -48.5% | +6.4% |
| YTD | -1.4% | +105.4% | -106.8% | +1.2% |
| 1Y | +24.8% | +96.9% | -72.1% | +29.2% |
| All | +24.8% | +97.5% | -72.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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