+349.2%
GDX vs PTC
+317.3%
+31.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -3.8% | +0.9% | -4.7% | -3.9% |
| 3M | -5.4% | +30.4% | -35.8% | -9.6% |
| 6M | -12.7% | +34.4% | -47.1% | -17.3% |
| YTD | -0.7% | +12.6% | -13.2% | -3.3% |
| 1Y | +11.9% | +10.2% | +1.7% | +9.3% |
| 3Y | +223.9% | +29.4% | +194.5% | +203.1% |
| 5Y | +163.2% | +63.7% | +99.5% | +133.9% |
| 10Y | +349.2% | +316.9% | +32.3% | +259.5% |
| All | +349.2% | +317.3% | +31.8% | +259.5% |
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