+289.0%
GDX vs PFE
+32.9%
+256.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | +4.0% | -2.7% | +6.6% | +4.3% |
| 30D | +9.5% | +3.8% | +5.6% | +9.0% |
| 3M | +25.1% | +10.4% | +14.7% | +23.7% |
| 6M | -2.9% | +6.3% | -9.2% | -3.6% |
| YTD | +14.7% | +17.4% | -2.6% | +12.8% |
| 1Y | +47.4% | +21.1% | +26.3% | +44.3% |
| 3Y | +259.7% | -1.6% | +261.3% | +257.4% |
| 5Y | +227.7% | -22.2% | +249.8% | +233.7% |
| 10Y | +289.0% | +32.9% | +256.1% | +325.1% |
| All | +289.0% | +32.9% | +256.0% | +325.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling