+211.8%
GDXJ vs PH
+804.8%
-593.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -6.2% | -3.1% | -3.1% | -5.4% |
| 30D | +4.6% | -11.8% | +16.4% | +8.1% |
| 3M | +31.3% | +6.9% | +24.3% | +28.9% |
| 6M | -10.7% | -1.3% | -9.4% | -10.5% |
| YTD | +9.1% | +7.0% | +2.1% | +7.3% |
| 1Y | +44.1% | +23.1% | +21.0% | +36.8% |
| 3Y | +285.4% | +135.4% | +150.0% | +205.8% |
| 5Y | +228.4% | +250.3% | -22.0% | +133.0% |
| All | +211.8% | +804.8% | -593.0% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling