+24.7%
GDX vs PCOR
-2.3%
+27.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +13.6% | +22.7% | -9.1% | +11.8% |
| 30D | +2.5% | +37.5% | -35.0% | +0.5% |
| 3M | +4.4% | +35.2% | -30.8% | +2.6% |
| 6M | -5.2% | +42.2% | -47.5% | -7.3% |
| YTD | +2.1% | +3.6% | -1.4% | +9.2% |
| 1Y | +24.7% | -4.8% | +29.5% | +39.9% |
| All | +24.7% | -2.3% | +27.0% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling