+6.7%
GDX vs PSX
+97.2%
-90.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.1% |
| 7D | -6.8% | +7.8% | -14.6% | -5.2% |
| 30D | -2.1% | -10.9% | +8.8% | -4.1% |
| 3M | -7.5% | +14.5% | -22.0% | -4.9% |
| 6M | -15.2% | +56.1% | -71.3% | -8.3% |
| YTD | -4.8% | +109.6% | -114.4% | -3.8% |
| 1Y | +6.7% | +95.5% | -88.8% | +9.2% |
| All | +6.7% | +97.2% | -90.4% | +9.2% |
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