+211.8%
GDXJ vs PWR
+2,415.0%
-2,203.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | +4.6% | -7.7% | +12.4% | +6.5% |
| 3M | +31.3% | -4.9% | +36.2% | +32.1% |
| 6M | -10.7% | +9.7% | -20.4% | -13.2% |
| YTD | +9.1% | +46.7% | -37.6% | -0.9% |
| 1Y | +44.1% | +58.7% | -14.6% | +28.8% |
| 3Y | +285.4% | +200.7% | +84.7% | +193.2% |
| 5Y | +228.4% | +438.6% | -210.2% | +119.6% |
| All | +211.8% | +2,415.0% | -2,203.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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