+214.2%
GDX vs PFE
+204.7%
+9.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.9% |
| 7D | -0.4% | +1.8% | -2.1% | -0.8% |
| 30D | +18.6% | +10.2% | +8.4% | +15.8% |
| 3M | +14.9% | +12.7% | +2.2% | +11.5% |
| 6M | -6.3% | +10.5% | -16.8% | -8.6% |
| YTD | +15.7% | +20.2% | -4.4% | +10.6% |
| 1Y | +54.8% | +24.1% | +30.8% | +46.3% |
| 3Y | +253.4% | -3.6% | +257.0% | +250.8% |
| 5Y | +219.7% | -20.9% | +240.5% | +229.2% |
| 10Y | +300.2% | +35.8% | +264.4% | +232.0% |
| All | +214.2% | +204.7% | +9.5% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling