+150.7%
GDX vs PFE
-23.9%
+174.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | -1.7% | -5.1% | -6.5% |
| 30D | -2.1% | +0.3% | -2.5% | -2.2% |
| 3M | -7.5% | +9.4% | -16.9% | -9.1% |
| 6M | -15.2% | +14.9% | -30.0% | -17.4% |
| YTD | -4.8% | +23.8% | -28.6% | -8.3% |
| 1Y | +6.7% | +19.5% | -12.8% | +3.3% |
| 3Y | +212.7% | +21.0% | +191.7% | +198.8% |
| All | +150.7% | -23.9% | +174.6% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling