+208.8%
PM vs GDXJ
+233.7%
-24.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.5% |
| 7D | +1.9% | -6.2% | +8.2% | +2.5% |
| 30D | +1.9% | +4.6% | -2.7% | +1.4% |
| 3M | +4.6% | +31.3% | -26.7% | +1.6% |
| 6M | +11.7% | -10.7% | +22.4% | +12.1% |
| YTD | +20.4% | +9.1% | +11.3% | +17.9% |
| 1Y | +19.0% | +44.1% | -25.2% | +12.7% |
| 3Y | +130.4% | +285.4% | -155.0% | +94.5% |
| 5Y | +131.5% | +228.4% | -96.9% | +95.7% |
| All | +208.8% | +233.7% | -24.9% | +159.1% |
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