+211.8%
GDXJ vs PR
+101.2%
+110.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | +4.3% | -0.6% | +4.9% | +4.3% |
| 30D | +8.4% | +17.4% | -8.9% | +7.7% |
| 3M | +25.5% | +21.8% | +3.8% | +24.4% |
| 6M | -6.3% | +27.6% | -33.9% | -7.5% |
| YTD | +12.1% | +71.4% | -59.3% | +9.2% |
| 1Y | +51.1% | +78.3% | -27.3% | +46.8% |
| 3Y | +296.1% | +85.5% | +210.6% | +282.5% |
| 5Y | +228.1% | +422.7% | -194.5% | +207.5% |
| 10Y | +211.8% | +87.1% | +124.7% | +216.9% |
| All | +211.8% | +101.2% | +110.6% | +216.9% |
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