+24.8%
GDX vs PCG
-14.1%
+38.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.9% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | -3.2% | +8.5% | -11.7% | -4.4% |
| 3M | +8.6% | -22.9% | +31.5% | +12.7% |
| 6M | -1.2% | -16.8% | +15.5% | +0.6% |
| YTD | -1.4% | -15.8% | +14.4% | +8.0% |
| 1Y | +24.8% | -16.0% | +40.8% | +41.4% |
| All | +24.8% | -14.1% | +38.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling