+228.4%
GDXJ vs PH
+243.6%
-15.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -6.2% | -3.1% | -3.1% | -5.2% |
| 30D | +4.6% | -11.8% | +16.4% | +9.1% |
| 3M | +31.3% | +6.9% | +24.3% | +28.1% |
| 6M | -10.7% | -1.3% | -9.4% | -10.6% |
| YTD | +9.1% | +7.0% | +2.1% | +6.8% |
| 1Y | +44.1% | +23.1% | +21.0% | +35.1% |
| 3Y | +285.4% | +135.4% | +150.0% | +181.2% |
| 5Y | +228.4% | +250.3% | -22.0% | +97.4% |
| All | +228.4% | +243.6% | -15.2% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling