+243.4%
GDX vs PCOR
+43.2%
+200.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.3% |
| 7D | +15.6% | +22.2% | -6.6% | +13.3% |
| 30D | +2.4% | +36.0% | -33.6% | -0.4% |
| 3M | +1.7% | +34.0% | -32.3% | -1.0% |
| 6M | -3.3% | +43.5% | -46.8% | -6.6% |
| YTD | +6.6% | +5.1% | +1.5% | +5.7% |
| 1Y | +27.0% | -3.9% | +30.9% | +27.1% |
| 3Y | +243.4% | +52.9% | +190.5% | +191.5% |
| All | +243.4% | +43.2% | +200.2% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling