+40.2%
GDX vs PSX
+103.3%
-63.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.2% |
| 7D | -2.2% | +1.7% | -3.9% | -1.8% |
| 30D | +6.8% | +15.6% | -8.9% | +9.7% |
| 3M | +24.9% | +46.5% | -21.5% | +33.5% |
| 6M | -4.2% | +55.0% | -59.2% | +2.3% |
| YTD | +13.2% | +105.3% | -92.1% | +16.9% |
| 1Y | +40.2% | +101.6% | -61.4% | +44.0% |
| All | +40.2% | +103.3% | -63.0% | +44.0% |
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