+228.9%
GDX vs PWR
+443.9%
-215.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -0.4% | +3.6% | -4.0% | -1.2% |
| 30D | +18.6% | -8.6% | +27.2% | +20.9% |
| 3M | +14.9% | -13.2% | +28.0% | +18.0% |
| 6M | -6.3% | +9.9% | -16.1% | -8.9% |
| YTD | +15.7% | +48.0% | -32.3% | +5.7% |
| 1Y | +54.8% | +66.2% | -11.3% | +38.5% |
| 3Y | +253.4% | +195.1% | +58.3% | +178.1% |
| All | +228.9% | +443.9% | -215.0% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 5y: compounded portfolio wealth divided by compounded PWR 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…
5y analysis · Full analysis span regression · 6 months rolling