+215.1%
GDXJ vs PSLV
+190.6%
+24.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | -2.8% | -3.5% | +0.7% | +0.5% |
| 30D | +5.0% | -2.1% | +7.1% | +7.4% |
| 3M | +24.1% | -1.6% | +25.7% | +26.8% |
| 6M | -7.4% | -25.5% | +18.1% | +23.1% |
| YTD | +10.2% | -11.4% | +21.6% | +8.6% |
| 1Y | +42.5% | +48.6% | -6.0% | -22.0% |
| 3Y | +285.7% | +166.9% | +118.8% | +8.9% |
| 5Y | +231.9% | +152.4% | +79.4% | +1.5% |
| All | +215.1% | +190.6% | +24.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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