+310.1%
GDX vs PFE
+45.6%
+264.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.5% |
| 7D | +15.6% | -4.7% | +20.2% | +16.2% |
| 30D | +2.4% | +3.4% | -0.9% | +2.0% |
| 3M | +1.7% | +9.2% | -7.5% | +0.7% |
| 6M | -3.3% | +15.8% | -19.1% | -4.9% |
| YTD | +6.6% | +23.4% | -16.8% | +4.3% |
| 1Y | +27.0% | +25.8% | +1.2% | +23.9% |
| 3Y | +243.4% | +17.8% | +225.5% | +235.0% |
| 5Y | +194.2% | -20.2% | +214.4% | +197.9% |
| 10Y | +310.1% | +49.6% | +260.6% | +318.5% |
| All | +310.1% | +45.6% | +264.6% | +318.5% |
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