+228.4%
GDXJ vs PHM
+149.8%
+78.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.4% |
| 7D | -6.2% | -6.4% | +0.1% | -4.5% |
| 30D | +4.6% | -12.1% | +16.7% | +8.4% |
| 3M | +31.3% | -1.5% | +32.8% | +31.6% |
| 6M | -10.7% | -6.0% | -4.7% | -9.4% |
| YTD | +9.1% | -0.3% | +9.4% | +8.7% |
| 1Y | +44.1% | -13.3% | +57.5% | +48.4% |
| 3Y | +285.4% | +47.6% | +237.8% | +231.1% |
| 5Y | +228.4% | +154.7% | +73.7% | +126.8% |
| All | +228.4% | +149.8% | +78.6% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling