+11.9%
GDX vs PCG
-20.1%
+31.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +0.7% | -2.2% | +3.0% | +1.1% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | -5.4% | -24.0% | +18.5% | -1.8% |
| 6M | -12.7% | -18.6% | +5.9% | -10.7% |
| YTD | -0.7% | -17.7% | +17.0% | +9.1% |
| 1Y | +11.9% | -20.0% | +31.9% | +31.2% |
| All | +11.9% | -20.1% | +31.9% | +31.2% |
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 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