+47.4%
GDX vs PFE
+19.4%
+28.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | +4.0% | -2.7% | +6.6% | +4.8% |
| 30D | +9.5% | +3.8% | +5.6% | +8.4% |
| 3M | +25.1% | +10.4% | +14.7% | +22.0% |
| 6M | -2.9% | +6.3% | -9.2% | -4.5% |
| YTD | +14.7% | +17.4% | -2.6% | +12.4% |
| 1Y | +47.4% | +21.1% | +26.3% | +45.0% |
| All | +47.4% | +19.4% | +28.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PFE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling