+94.1%
GDX vs PSX
+1,177.4%
-1,083.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.1% |
| 7D | -4.6% | +6.4% | -11.0% | -5.2% |
| 30D | -6.2% | -10.2% | +4.0% | -5.3% |
| 3M | -10.0% | +17.2% | -27.2% | -11.9% |
| 6M | -15.8% | +51.8% | -67.5% | -20.2% |
| YTD | -4.6% | +108.0% | -112.6% | -13.6% |
| 1Y | +4.0% | +96.1% | -92.1% | -5.2% |
| 3Y | +211.1% | +155.9% | +55.2% | +170.3% |
| 5Y | +152.3% | +306.9% | -154.6% | +104.9% |
| 10Y | +331.4% | +364.5% | -33.1% | +230.4% |
| All | +94.1% | +1,177.4% | -1,083.4% | +18.7% |
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