+742.6%
PM vs GDXJ
+70.7%
+671.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +4.7% | -2.8% | +7.5% | +4.9% |
| 30D | +2.6% | +5.0% | -2.3% | +2.1% |
| 3M | +6.6% | +24.1% | -17.5% | +4.3% |
| 6M | +16.5% | -7.4% | +23.8% | +16.4% |
| YTD | +21.2% | +10.2% | +11.0% | +18.9% |
| 1Y | +17.9% | +42.5% | -24.6% | +12.7% |
| 3Y | +129.8% | +285.7% | -155.9% | +99.4% |
| 5Y | +133.0% | +231.9% | -98.8% | +102.4% |
| 10Y | +220.8% | +230.0% | -9.2% | +170.0% |
| All | +742.6% | +70.7% | +671.8% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling