+79.5%
GDXJ vs PH
+2,121.2%
-2,041.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +0.2% | -3.1% | +3.2% | +1.2% |
| 30D | +17.9% | -3.2% | +21.1% | +18.9% |
| 3M | +15.3% | +10.6% | +4.7% | +11.4% |
| 6M | -9.4% | -2.1% | -7.3% | -9.0% |
| YTD | +13.4% | +10.2% | +3.2% | +9.9% |
| 1Y | +59.7% | +28.2% | +31.4% | +47.2% |
| 3Y | +283.6% | +134.9% | +148.7% | +184.1% |
| 5Y | +217.6% | +253.6% | -36.0% | +101.9% |
| 10Y | +225.7% | +804.7% | -579.1% | +33.4% |
| All | +79.5% | +2,121.2% | -2,041.6% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling