+229.8%
GDXJ vs PR
+433.6%
-203.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | +17.9% | +18.0% | -0.2% | +14.6% |
| 3M | +15.3% | +16.9% | -1.6% | +12.0% |
| 6M | -9.4% | +28.2% | -37.7% | -14.4% |
| YTD | +13.4% | +69.3% | -55.9% | +1.4% |
| 1Y | +59.7% | +69.5% | -9.8% | +42.3% |
| 3Y | +283.6% | +81.7% | +201.9% | +228.5% |
| All | +229.8% | +433.6% | -203.8% | +129.5% |
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