+220.4%
GDXJ vs PSKY
-70.1%
+290.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | +5.0% | +11.6% | -6.6% | +3.3% |
| 3M | +24.1% | +1.5% | +22.5% | +23.6% |
| 6M | -7.4% | +7.7% | -15.1% | -8.5% |
| YTD | +10.2% | -20.1% | +30.3% | +12.6% |
| 1Y | +42.5% | -38.3% | +80.8% | +49.9% |
| 3Y | +285.7% | -17.7% | +303.5% | +275.8% |
| All | +220.4% | -70.1% | +290.5% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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