+301.2%
GDX vs PCG
-77.4%
+378.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.3% |
| 7D | +13.6% | -1.6% | +15.2% | +13.8% |
| 30D | +2.5% | +1.4% | +1.1% | +2.4% |
| 3M | +4.4% | -23.4% | +27.8% | +6.1% |
| 6M | -5.2% | -19.4% | +14.1% | -4.1% |
| YTD | +2.1% | -18.5% | +20.6% | +3.3% |
| 1Y | +24.7% | -19.5% | +44.2% | +26.3% |
| 3Y | +211.3% | -21.0% | +232.3% | +214.8% |
| 5Y | +186.7% | +13.7% | +172.9% | +183.6% |
| All | +301.2% | -77.4% | +378.5% | +295.1% |
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