+37.8%
GDXJ vs PH
+2,109.8%
-2,072.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.1% | +4.3% | -12.4% | -9.3% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | -14.6% | -9.4% | -5.2% | -11.9% |
| 6M | -23.2% | +8.8% | -32.0% | -25.4% |
| YTD | -13.0% | +9.6% | -22.6% | -15.5% |
| 1Y | +2.8% | +14.4% | -11.7% | -1.6% |
| 3Y | +221.5% | +134.5% | +87.0% | +139.1% |
| 5Y | +123.4% | +204.4% | -81.1% | +49.2% |
| 10Y | +238.2% | +697.3% | -459.1% | +46.7% |
| All | +37.8% | +2,109.8% | -2,072.0% | -70.2% |
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