+326.3%
GDX vs PBF
+260.7%
+65.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -6.8% | +6.5% | -13.3% | -6.8% |
| 30D | -2.1% | -20.0% | +17.9% | -2.2% |
| 3M | -7.5% | -3.3% | -4.2% | -7.5% |
| 6M | -15.2% | +76.8% | -92.0% | -15.1% |
| YTD | -4.8% | +168.9% | -173.8% | -5.3% |
| 1Y | +6.7% | +96.4% | -89.6% | +6.5% |
| 3Y | +212.7% | +77.2% | +135.5% | +210.8% |
| 5Y | +151.7% | +417.7% | -266.1% | +156.5% |
| All | +326.3% | +260.7% | +65.5% | +331.9% |
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