+315.3%
GDX vs PBF
+351.3%
-36.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +9.9% | +15.8% | -5.9% | +9.9% |
| 3M | +28.2% | +90.3% | -62.1% | +28.1% |
| 6M | -2.9% | +102.8% | -105.7% | -3.2% |
| YTD | +16.0% | +187.3% | -171.4% | +15.1% |
| 1Y | +49.9% | +161.8% | -112.0% | +48.8% |
| 3Y | +263.6% | +55.5% | +208.1% | +260.3% |
| 5Y | +233.6% | +801.9% | -568.3% | +242.3% |
| 10Y | +315.3% | +362.2% | -46.9% | +300.5% |
| All | +315.3% | +351.3% | -36.0% | +300.5% |
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