+363.6%
GDXJ vs PINS
-20.9%
+384.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.3% |
| 7D | -6.2% | -9.9% | +3.7% | -5.2% |
| 30D | +4.6% | -20.9% | +25.6% | +7.3% |
| 3M | +31.3% | -13.7% | +45.0% | +32.9% |
| 6M | -10.7% | -3.0% | -7.6% | -11.1% |
| YTD | +9.1% | -27.5% | +36.5% | +11.8% |
| 1Y | +44.1% | -46.8% | +90.9% | +52.7% |
| 3Y | +285.4% | -31.8% | +317.2% | +282.1% |
| 5Y | +228.4% | -65.4% | +293.8% | +243.9% |
| All | +363.6% | -20.9% | +384.5% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling