+310.1%
GDX vs PCG
-77.2%
+387.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | +15.6% | -1.1% | +16.6% | +15.6% |
| 30D | +2.4% | +0.1% | +2.4% | +2.4% |
| 3M | +1.7% | -24.4% | +26.2% | +3.5% |
| 6M | -3.3% | -17.7% | +14.3% | -2.2% |
| YTD | +6.6% | -17.4% | +24.1% | +7.8% |
| 1Y | +27.0% | -19.4% | +46.4% | +28.6% |
| 3Y | +243.4% | -18.6% | +262.0% | +246.6% |
| 5Y | +194.2% | +10.2% | +184.0% | +191.3% |
| 10Y | +310.1% | -76.7% | +386.8% | +274.1% |
| All | +310.1% | -77.2% | +387.4% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling