+212.7%
GDX vs PCOR
+50.0%
+162.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -6.8% | +3.0% | -9.8% | -7.1% |
| 30D | -2.1% | +38.7% | -40.8% | -5.0% |
| 3M | -7.5% | +24.9% | -32.4% | -9.6% |
| 6M | -15.2% | +68.8% | -83.9% | -19.1% |
| YTD | -4.8% | +6.7% | -11.5% | -5.8% |
| 1Y | +6.7% | +3.0% | +3.7% | +6.1% |
| 3Y | +212.7% | +48.6% | +164.1% | +161.0% |
| All | +212.7% | +50.0% | +162.7% | +161.0% |
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