+215.1%
GDXJ vs PSX
+386.4%
-171.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | +1.7% | -4.5% | -3.1% |
| 30D | +5.0% | +15.6% | -10.7% | +2.5% |
| 3M | +24.1% | +46.5% | -22.4% | +16.5% |
| 6M | -7.4% | +55.0% | -62.4% | -14.4% |
| YTD | +10.2% | +105.3% | -95.1% | -3.2% |
| 1Y | +42.5% | +101.6% | -59.1% | +25.3% |
| 3Y | +285.7% | +134.1% | +151.6% | +224.1% |
| 5Y | +231.9% | +368.7% | -136.8% | +145.5% |
| All | +215.1% | +386.4% | -171.3% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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