+169.3%
GDX vs PCOR
-30.9%
+200.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.8% |
| 7D | -0.4% | -9.0% | +8.6% | +0.6% |
| 30D | +18.6% | +4.2% | +14.5% | +18.1% |
| 3M | +14.9% | +14.4% | +0.5% | +13.1% |
| 6M | -6.3% | +0.2% | -6.4% | -7.0% |
| YTD | +15.7% | -20.3% | +36.0% | +17.5% |
| 1Y | +54.8% | -16.1% | +71.0% | +56.0% |
| 3Y | +253.4% | -14.7% | +268.2% | +245.8% |
| 5Y | +219.7% | -43.2% | +262.8% | +204.2% |
| All | +169.3% | -30.9% | +200.2% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling