+296.1%
GDXJ vs PTC
-8.0%
+304.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.6% |
| 7D | +4.3% | -12.8% | +17.1% | +5.7% |
| 30D | +8.4% | -9.8% | +18.2% | +9.5% |
| 3M | +25.5% | -2.1% | +27.6% | +25.5% |
| 6M | -6.3% | -18.1% | +11.8% | -3.7% |
| YTD | +12.1% | -23.5% | +35.6% | +16.5% |
| 1Y | +51.1% | -37.4% | +88.4% | +62.5% |
| 3Y | +296.1% | -7.2% | +303.3% | +280.2% |
| All | +296.1% | -8.0% | +304.1% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling