+150.7%
GDX vs PWR
+411.6%
-260.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -6.8% | +11.3% | -18.1% | -9.0% |
| 30D | -2.1% | -8.9% | +6.7% | -1.0% |
| 3M | -7.5% | -10.5% | +3.0% | -6.3% |
| 6M | -15.2% | -22.2% | +7.0% | -11.6% |
| YTD | -4.8% | +42.7% | -47.6% | -13.5% |
| 1Y | +6.7% | +41.1% | -34.4% | -2.8% |
| 3Y | +212.7% | +242.7% | -30.0% | +134.4% |
| All | +150.7% | +411.6% | -260.9% | +77.1% |
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