+227.7%
GDX vs PBF
+735.5%
-507.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.1% | -1.0% |
| 7D | +4.0% | +2.4% | +1.6% | +3.8% |
| 30D | +9.5% | +24.9% | -15.4% | +8.2% |
| 3M | +25.1% | +81.9% | -56.8% | +20.9% |
| 6M | -2.9% | +79.4% | -82.3% | -6.9% |
| YTD | +14.7% | +188.3% | -173.6% | +5.2% |
| 1Y | +47.4% | +177.3% | -129.8% | +35.1% |
| 3Y | +259.7% | +56.0% | +203.7% | +241.3% |
| 5Y | +227.7% | +804.0% | -576.4% | +168.8% |
| All | +227.7% | +735.5% | -507.8% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling