+134.6%
GDX vs PCOR
-9.2%
+143.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.4% |
| 7D | +11.5% | +20.7% | -9.3% | +9.2% |
| 30D | -3.1% | +35.7% | -38.8% | -6.3% |
| 3M | -4.4% | +31.1% | -35.5% | -7.3% |
| 6M | -8.6% | +43.1% | -51.7% | -12.4% |
| YTD | +0.8% | +4.8% | -4.0% | -0.7% |
| 1Y | +14.7% | -3.7% | +18.3% | +14.0% |
| 3Y | +228.8% | +46.5% | +182.2% | +203.0% |
| 5Y | +173.4% | -17.3% | +190.6% | +150.2% |
| All | +134.6% | -9.2% | +143.8% | +115.2% |
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