+289.0%
GDX vs PTC
+204.7%
+84.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | 0.0% |
| 7D | +4.0% | -12.8% | +16.7% | +6.1% |
| 30D | +9.5% | -9.8% | +19.3% | +11.1% |
| 3M | +25.1% | -2.1% | +27.2% | +24.8% |
| 6M | -2.9% | -18.1% | +15.2% | -0.4% |
| YTD | +14.7% | -23.5% | +38.2% | +18.8% |
| 1Y | +47.4% | -37.4% | +84.8% | +57.9% |
| 3Y | +259.7% | -7.2% | +266.9% | +254.5% |
| 5Y | +227.7% | +2.7% | +225.0% | +213.4% |
| 10Y | +289.0% | +203.4% | +85.5% | +211.2% |
| All | +289.0% | +204.7% | +84.2% | +211.2% |
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