+243.4%
GDX vs PBF
+74.2%
+169.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +4.4% |
| 7D | +15.6% | -7.4% | +22.9% | +15.5% |
| 30D | +2.4% | -17.5% | +19.9% | +2.4% |
| 3M | +1.7% | +13.1% | -11.4% | +1.4% |
| 6M | -3.3% | +72.6% | -75.9% | -4.3% |
| YTD | +6.6% | +161.2% | -154.6% | +0.2% |
| 1Y | +27.0% | +93.3% | -66.4% | +22.6% |
| 3Y | +243.4% | +80.7% | +162.7% | +232.4% |
| All | +243.4% | +74.2% | +169.2% | +232.4% |
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