+144.5%
GDX vs PBF
+303.9%
-159.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -0.4% | +4.3% | -4.7% | -0.5% |
| 30D | +18.6% | +22.0% | -3.4% | +18.2% |
| 3M | +14.9% | +74.5% | -59.6% | +13.8% |
| 6M | -6.3% | +67.7% | -73.9% | -7.3% |
| YTD | +15.7% | +179.2% | -163.5% | +12.8% |
| 1Y | +54.8% | +170.0% | -115.2% | +51.0% |
| 3Y | +253.4% | +66.4% | +187.1% | +245.9% |
| 5Y | +219.7% | +764.5% | -544.8% | +209.4% |
| 10Y | +300.2% | +358.5% | -58.3% | +274.7% |
| All | +144.5% | +303.9% | -159.3% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling