+128.7%
PM vs GDXJ
+229.7%
-101.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | -0.2% | +8.8% | -9.0% | -0.9% |
| 3M | +4.9% | +29.8% | -24.9% | +2.3% |
| 6M | +9.0% | -5.8% | +14.9% | +9.3% |
| YTD | +17.8% | +13.6% | +4.2% | +15.2% |
| 1Y | +16.8% | +54.5% | -37.7% | +9.6% |
| 3Y | +125.4% | +301.4% | -175.9% | +85.2% |
| 5Y | +128.7% | +236.3% | -107.7% | +89.4% |
| All | +128.7% | +229.7% | -101.0% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling