+131.1%
GDX vs PCOR
-7.7%
+138.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.7% |
| 7D | +0.7% | +2.5% | -1.8% | +0.5% |
| 30D | -3.8% | +37.9% | -41.6% | -7.0% |
| 3M | -5.4% | +32.0% | -37.4% | -8.4% |
| 6M | -12.7% | +54.7% | -67.4% | -17.0% |
| YTD | -0.7% | +6.6% | -7.2% | -2.3% |
| 1Y | +11.9% | -1.7% | +13.6% | +11.0% |
| 3Y | +223.9% | +49.0% | +174.9% | +198.0% |
| 5Y | +163.2% | -12.5% | +175.7% | +140.3% |
| All | +131.1% | -7.7% | +138.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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