+326.3%
GDX vs PTC
+312.5%
+13.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -2.1% | +1.2% | -3.3% | -2.3% |
| 3M | -7.5% | +27.4% | -34.9% | -11.2% |
| 6M | -15.2% | +39.2% | -54.4% | -20.1% |
| YTD | -4.8% | +12.5% | -17.3% | -7.4% |
| 1Y | +6.7% | +12.3% | -5.5% | +3.9% |
| 3Y | +212.7% | +28.8% | +183.9% | +192.8% |
| 5Y | +151.7% | +60.9% | +90.8% | +124.2% |
| All | +326.3% | +312.5% | +13.8% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling