+77.5%
GDXJ vs PHM
+1,349.3%
-1,271.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.3% |
| 7D | +4.3% | -2.5% | +6.8% | +4.9% |
| 30D | +8.4% | -9.7% | +18.1% | +11.1% |
| 3M | +25.5% | +2.2% | +23.3% | +24.6% |
| 6M | -6.3% | -5.7% | -0.7% | -5.2% |
| YTD | +12.1% | +2.8% | +9.3% | +10.9% |
| 1Y | +51.1% | -14.4% | +65.5% | +55.6% |
| 3Y | +296.1% | +52.2% | +243.9% | +248.3% |
| 5Y | +228.1% | +154.3% | +73.9% | +149.5% |
| 10Y | +211.8% | +545.9% | -334.1% | +81.3% |
| All | +77.5% | +1,349.3% | -1,271.9% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling