+4.0%
GDX vs PCOR
-2.2%
+6.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -4.6% | +2.2% | -6.7% | -4.7% |
| 30D | -6.2% | +37.4% | -43.6% | -8.2% |
| 3M | -10.0% | +33.2% | -43.2% | -11.7% |
| 6M | -15.8% | +60.6% | -76.3% | -17.8% |
| YTD | -4.6% | +6.2% | -10.8% | +1.7% |
| 1Y | +4.0% | -1.1% | +5.1% | +15.7% |
| All | +4.0% | -2.2% | +6.2% | +15.7% |
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