+132.6%
GDX vs PCOR
-10.0%
+142.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | +23.7% | -18.3% | +3.0% |
| 30D | -2.8% | +39.0% | -41.8% | -6.2% |
| 3M | +2.5% | +35.8% | -33.3% | -1.0% |
| 6M | -0.1% | +38.2% | -38.3% | -4.0% |
| YTD | 0.0% | +3.9% | -4.0% | -1.5% |
| 1Y | +22.2% | +5.7% | +16.5% | +20.1% |
| 3Y | +201.4% | +44.8% | +156.6% | +178.0% |
| 5Y | +180.6% | -19.8% | +200.4% | +157.2% |
| All | +132.6% | -10.0% | +142.6% | +113.5% |
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 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