+116.1%
PG vs GDXJ
+237.3%
-121.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | -0.8% | -2.8% | +2.0% | -0.6% |
| 30D | +0.8% | +5.0% | -4.1% | +0.4% |
| 3M | -1.3% | +24.1% | -25.4% | -2.9% |
| 6M | -3.8% | -7.4% | +3.5% | -3.8% |
| YTD | +3.6% | +10.2% | -6.6% | +2.3% |
| 1Y | -5.7% | +42.5% | -48.3% | -8.8% |
| 3Y | +1.6% | +285.7% | -284.1% | -9.7% |
| 5Y | +14.6% | +231.9% | -217.2% | +2.0% |
| All | +116.1% | +237.3% | -121.1% | +90.6% |
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