+135.4%
GDX vs PSX
+1,139.4%
-1,004.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.4% | +4.5% | -4.9% | -0.9% |
| 30D | +18.6% | +26.6% | -8.0% | +15.3% |
| 3M | +14.9% | +39.3% | -24.4% | +10.3% |
| 6M | -6.3% | +56.8% | -63.1% | -11.7% |
| YTD | +15.7% | +101.8% | -86.1% | +5.4% |
| 1Y | +54.8% | +99.6% | -44.8% | +41.0% |
| 3Y | +253.4% | +140.3% | +113.1% | +210.2% |
| 5Y | +219.7% | +339.3% | -119.7% | +158.0% |
| 10Y | +300.2% | +369.9% | -69.6% | +205.8% |
| All | +135.4% | +1,139.4% | -1,004.1% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling