+47.4%
GDX vs PCG
-0.4%
+47.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.4% |
| 7D | +4.0% | +5.4% | -1.5% | +3.1% |
| 30D | +9.5% | -15.1% | +24.6% | +12.7% |
| 3M | +25.1% | -9.8% | +34.9% | +26.9% |
| 6M | -2.9% | -18.0% | +15.1% | +1.3% |
| YTD | +14.7% | -7.2% | +22.0% | +20.1% |
| 1Y | +47.4% | +2.9% | +44.6% | +52.3% |
| All | +47.4% | -0.4% | +47.8% | +52.3% |
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