+305.7%
GDX vs PSX
+388.9%
-83.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | +1.9% | +1.8% | +0.1% | +1.7% |
| 30D | +9.9% | +21.6% | -11.7% | +8.0% |
| 3M | +28.2% | +46.5% | -18.3% | +23.7% |
| 6M | -2.9% | +62.0% | -64.9% | -7.6% |
| YTD | +16.0% | +106.3% | -90.3% | +7.5% |
| 1Y | +49.9% | +103.0% | -53.1% | +39.0% |
| 3Y | +263.6% | +135.5% | +128.0% | +228.5% |
| 5Y | +233.6% | +368.5% | -134.9% | +182.4% |
| All | +305.7% | +388.9% | -83.2% | +206.9% |
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