+226.4%
GDX vs PSX
+151.6%
+74.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.4% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | -3.8% | -8.1% | +4.3% | -3.9% |
| 3M | -5.4% | +15.9% | -21.4% | -5.7% |
| 6M | -12.7% | +49.4% | -62.1% | -13.4% |
| YTD | -0.7% | +104.7% | -105.3% | -4.8% |
| 1Y | +11.9% | +89.1% | -77.2% | +8.0% |
| All | +226.4% | +151.6% | +74.8% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling