+123.6%
GDXJ vs PR
+273.3%
-149.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -8.1% | +6.0% | -14.1% | -9.0% |
| 30D | -5.5% | -4.2% | -1.3% | -5.1% |
| 3M | -14.6% | +10.0% | -24.5% | -16.4% |
| 6M | -23.2% | +15.6% | -38.8% | -25.9% |
| YTD | -13.0% | +68.2% | -81.2% | -22.9% |
| 1Y | +2.8% | +79.2% | -76.5% | -10.2% |
| 3Y | +221.5% | +94.9% | +126.6% | +168.3% |
| All | +123.6% | +273.3% | -149.6% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling