+228.9%
GDX vs PFE
-21.1%
+250.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.0% |
| 7D | -0.4% | +1.8% | -2.1% | -0.7% |
| 30D | +18.6% | +10.2% | +8.4% | +16.6% |
| 3M | +14.9% | +12.7% | +2.2% | +12.4% |
| 6M | -6.3% | +10.5% | -16.8% | -7.9% |
| YTD | +15.7% | +20.2% | -4.4% | +12.2% |
| 1Y | +54.8% | +24.1% | +30.8% | +49.1% |
| 3Y | +253.4% | -3.6% | +257.0% | +254.2% |
| All | +228.9% | -21.1% | +250.0% | +223.5% |
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 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