+42.5%
GDXJ vs PHM
-12.7%
+55.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -2.8% | -5.0% | +2.2% | -1.1% |
| 30D | +5.0% | -8.4% | +13.4% | +8.2% |
| 3M | +24.1% | -4.4% | +28.5% | +25.6% |
| 6M | -7.4% | -3.7% | -3.6% | -7.5% |
| YTD | +10.2% | +1.3% | +8.9% | +10.4% |
| 1Y | +42.5% | -14.0% | +56.6% | +47.2% |
| All | +42.5% | -12.7% | +55.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling