+212.7%
GDX vs PTC
+29.1%
+183.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +0.5% | -7.3% | -6.8% |
| 30D | -2.1% | +1.2% | -3.3% | -2.2% |
| 3M | -7.5% | +27.4% | -34.9% | -8.6% |
| 6M | -15.2% | +39.2% | -54.4% | -16.6% |
| YTD | -4.8% | +12.5% | -17.3% | -3.9% |
| 1Y | +6.7% | +12.3% | -5.5% | +7.7% |
| 3Y | +212.7% | +28.8% | +183.9% | +209.8% |
| All | +212.7% | +29.1% | +183.6% | +209.8% |
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 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