+245.1%
GDXJ vs PWR
+236.2%
+8.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.6% |
| 7D | +11.8% | -11.2% | +23.0% | +14.6% |
| 30D | -7.1% | -17.4% | +10.3% | -2.8% |
| 3M | -10.5% | -11.7% | +1.2% | -8.6% |
| 6M | -15.5% | -21.7% | +6.2% | -10.8% |
| YTD | -6.6% | +38.3% | -44.8% | -17.0% |
| 1Y | +11.3% | +29.6% | -18.2% | +0.6% |
| All | +245.1% | +236.2% | +8.9% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling