+784.9%
PM vs GDXJ
+34.8%
+750.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +0.5% | -8.1% | +8.6% | +1.2% |
| 30D | -3.2% | -5.5% | +2.3% | -3.0% |
| 3M | +6.2% | -14.6% | +20.8% | +7.1% |
| 6M | +7.7% | -23.2% | +30.9% | +9.1% |
| YTD | +27.3% | -13.0% | +40.2% | +26.9% |
| 1Y | +32.8% | +2.8% | +30.0% | +30.3% |
| 3Y | +150.0% | +221.5% | -71.5% | +119.5% |
| 5Y | +164.2% | +123.4% | +40.9% | +136.3% |
| 10Y | +265.7% | +238.2% | +27.5% | +207.3% |
| All | +784.9% | +34.8% | +750.1% | +644.5% |
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