+310.1%
GDX vs PTC
+326.2%
-16.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.4% |
| 7D | +15.6% | +0.8% | +14.7% | +15.4% |
| 30D | +2.4% | +0.7% | +1.7% | +2.3% |
| 3M | +1.7% | +32.6% | -30.9% | -2.9% |
| 6M | -3.3% | +33.6% | -36.9% | -8.3% |
| YTD | +6.6% | +12.4% | -5.8% | +3.8% |
| 1Y | +27.0% | +11.2% | +15.8% | +23.8% |
| 3Y | +243.4% | +31.7% | +211.7% | +220.2% |
| 5Y | +194.2% | +60.1% | +134.1% | +162.3% |
| 10Y | +310.1% | +317.2% | -7.0% | +226.8% |
| All | +310.1% | +326.2% | -16.0% | +226.8% |
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