+228.9%
GDX vs PCG
+58.3%
+170.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.8% |
| 7D | -0.4% | -13.9% | +13.5% | +2.7% |
| 30D | +18.6% | -16.9% | +35.5% | +23.5% |
| 3M | +14.9% | -14.7% | +29.6% | +18.5% |
| 6M | -6.3% | -23.8% | +17.6% | -0.1% |
| YTD | +15.7% | -10.5% | +26.2% | +17.7% |
| 1Y | +54.8% | -5.1% | +60.0% | +54.4% |
| 3Y | +253.4% | -11.6% | +265.0% | +253.3% |
| All | +228.9% | +58.3% | +170.5% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling