+263.6%
GDX vs PBF
+64.9%
+198.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -0.4% | +4.3% | -4.7% | -0.4% |
| 30D | +18.6% | +22.0% | -3.4% | +18.4% |
| 3M | +14.9% | +74.5% | -59.6% | +14.0% |
| 6M | -6.3% | +67.7% | -73.9% | -7.3% |
| YTD | +15.7% | +179.2% | -163.5% | +9.0% |
| 1Y | +54.8% | +170.0% | -115.2% | +45.8% |
| All | +263.6% | +64.9% | +198.7% | +259.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling