+326.3%
GDX vs PSX
+368.0%
-41.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -6.8% | +7.8% | -14.6% | -7.3% |
| 30D | -2.1% | -10.9% | +8.8% | -1.3% |
| 3M | -7.5% | +14.5% | -22.0% | -8.8% |
| 6M | -15.2% | +56.1% | -71.3% | -18.7% |
| YTD | -4.8% | +109.6% | -114.4% | -11.9% |
| 1Y | +6.7% | +95.5% | -88.8% | -0.5% |
| 3Y | +212.7% | +156.2% | +56.5% | +180.7% |
| 5Y | +151.7% | +310.0% | -158.3% | +115.7% |
| All | +326.3% | +368.0% | -41.8% | +252.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling