+123.6%
GDXJ vs PINS
-58.8%
+182.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.1% | +1.0% | -9.1% | -8.2% |
| 30D | -5.5% | -12.0% | +6.5% | -4.6% |
| 3M | -14.6% | -17.9% | +3.3% | -13.4% |
| 6M | -23.2% | -1.0% | -22.2% | -23.5% |
| YTD | -13.0% | -26.0% | +13.1% | -11.5% |
| 1Y | +2.8% | -28.5% | +31.2% | +4.7% |
| 3Y | +221.5% | -39.2% | +260.7% | +223.4% |
| All | +123.6% | -58.8% | +182.5% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling