+75.3%
PEP vs GDXJ
+237.3%
-162.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.0% | -2.8% | +1.9% | -0.8% |
| 30D | -0.7% | +5.0% | -5.6% | -1.1% |
| 3M | -4.1% | +24.1% | -28.2% | -5.7% |
| 6M | -13.1% | -7.4% | -5.7% | -13.0% |
| YTD | -2.1% | +10.2% | -12.3% | -3.7% |
| 1Y | -1.7% | +42.5% | -44.2% | -5.4% |
| 3Y | -15.1% | +285.7% | -300.8% | -26.1% |
| 5Y | +3.1% | +231.9% | -228.7% | -10.3% |
| All | +75.3% | +237.3% | -162.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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