+319.2%
GDX vs PBF
+231.7%
+87.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -5.5% |
| 7D | +11.5% | -15.3% | +26.7% | +11.4% |
| 30D | -3.1% | -21.8% | +18.7% | -3.2% |
| 3M | -4.4% | -0.2% | -4.2% | -4.4% |
| 6M | -8.6% | +63.6% | -72.2% | -8.5% |
| YTD | +0.8% | +147.5% | -146.7% | +0.3% |
| 1Y | +14.7% | +69.8% | -55.2% | +14.5% |
| 3Y | +228.8% | +65.3% | +163.5% | +226.7% |
| 5Y | +173.4% | +393.4% | -220.0% | +179.0% |
| 10Y | +319.2% | +240.3% | +78.9% | +320.3% |
| All | +319.2% | +231.7% | +87.5% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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