+211.3%
GDX vs PTC
+32.2%
+179.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +13.6% | -0.2% | +13.9% | +13.6% |
| 30D | +2.5% | +0.8% | +1.7% | +2.5% |
| 3M | +4.4% | +32.1% | -27.7% | +3.0% |
| 6M | -5.2% | +42.6% | -47.9% | -7.1% |
| YTD | +2.1% | +12.0% | -9.8% | +3.1% |
| 1Y | +24.7% | +12.2% | +12.5% | +25.9% |
| 3Y | +211.3% | +31.2% | +180.1% | +201.6% |
| All | +211.3% | +32.2% | +179.1% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling