+185.4%
GDX vs PCOR
-19.6%
+205.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +13.6% | +22.7% | -9.1% | +11.0% |
| 30D | +2.5% | +37.5% | -35.0% | -1.1% |
| 3M | +4.4% | +35.2% | -30.8% | +0.7% |
| 6M | -5.2% | +42.2% | -47.5% | -9.4% |
| YTD | +2.1% | +3.6% | -1.4% | +0.7% |
| 1Y | +24.7% | -4.8% | +29.5% | +24.2% |
| 3Y | +211.3% | +48.3% | +162.9% | +183.9% |
| All | +185.4% | -19.6% | +205.0% | +162.6% |
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