+213.1%
GDXJ vs PR
+68.5%
+144.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.7% |
| 7D | +13.4% | -16.4% | +29.9% | +14.2% |
| 30D | -1.3% | -1.9% | +0.6% | -1.3% |
| 3M | -1.5% | +8.0% | -9.5% | -1.9% |
| 6M | -12.2% | +4.1% | -16.3% | -12.6% |
| YTD | -5.3% | +58.7% | -64.0% | -7.6% |
| 1Y | +22.0% | +75.8% | -53.8% | +18.4% |
| 3Y | +224.9% | +73.2% | +151.8% | +214.2% |
| 5Y | +160.6% | +230.1% | -69.5% | +145.2% |
| All | +213.1% | +68.5% | +144.6% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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