+37.8%
GDXJ vs PTC
+1,105.4%
-1,067.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +0.5% | -8.6% | -8.2% |
| 30D | -5.5% | +1.2% | -6.7% | -5.7% |
| 3M | -14.6% | +27.4% | -41.9% | -20.5% |
| 6M | -23.2% | +39.2% | -62.4% | -30.8% |
| YTD | -13.0% | +12.5% | -25.5% | -17.6% |
| 1Y | +2.8% | +12.3% | -9.5% | -2.6% |
| 3Y | +221.5% | +28.8% | +192.7% | +187.3% |
| 5Y | +123.4% | +60.9% | +62.5% | +85.2% |
| 10Y | +238.2% | +316.6% | -78.4% | +100.6% |
| All | +37.8% | +1,105.4% | -1,067.6% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling