+150.7%
GDX vs PCOR
-11.9%
+162.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -7.5% | +24.9% | -32.4% | -10.0% |
| 6M | -15.2% | +68.8% | -83.9% | -20.4% |
| YTD | -4.8% | +6.7% | -11.5% | -6.5% |
| 1Y | +6.7% | +3.0% | +3.7% | +5.3% |
| 3Y | +212.7% | +48.6% | +164.1% | +185.0% |
| All | +150.7% | -11.9% | +162.6% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling