+185.4%
GDX vs PWR
+348.8%
-163.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +0.8% |
| 7D | +13.6% | -12.9% | +26.5% | +16.1% |
| 30D | +2.5% | -22.8% | +25.4% | +7.7% |
| 3M | +4.4% | -19.0% | +23.4% | +8.1% |
| 6M | -5.2% | -31.1% | +25.9% | +1.4% |
| YTD | +2.1% | +28.3% | -26.1% | -5.0% |
| 1Y | +24.7% | +22.2% | +2.5% | +17.2% |
| 3Y | +211.3% | +222.2% | -10.9% | +137.3% |
| All | +185.4% | +348.8% | -163.5% | +107.2% |
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