+124.3%
PM vs GDXJ
+294.3%
-170.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -1.3% | +4.3% | -5.6% | -1.5% |
| 30D | -2.6% | +8.4% | -11.0% | -3.1% |
| 3M | +5.8% | +25.5% | -19.7% | +4.2% |
| 6M | +10.6% | -6.3% | +16.9% | +11.3% |
| YTD | +17.2% | +12.1% | +5.1% | +15.6% |
| 1Y | +17.6% | +51.1% | -33.4% | +11.7% |
| 3Y | +124.3% | +296.1% | -171.8% | +87.2% |
| All | +124.3% | +294.3% | -170.1% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling