+349.2%
GDX vs PCG
-76.4%
+425.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +0.7% | -2.2% | +3.0% | +0.9% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | -5.4% | -24.0% | +18.5% | -3.8% |
| 6M | -12.7% | -18.6% | +5.9% | -11.7% |
| YTD | -0.7% | -17.7% | +17.0% | +0.4% |
| 1Y | +11.9% | -20.0% | +31.9% | +13.3% |
| 3Y | +223.9% | -20.2% | +244.1% | +227.4% |
| 5Y | +163.2% | +8.4% | +154.8% | +160.9% |
| 10Y | +349.2% | -76.4% | +425.5% | +308.2% |
| All | +349.2% | -76.4% | +425.6% | +308.2% |
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