+177.3%
GDX vs PFE
+214.7%
-37.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | +13.6% | -3.7% | +17.3% | +14.7% |
| 30D | +2.5% | +5.0% | -2.5% | +1.2% |
| 3M | +4.4% | +12.2% | -7.8% | +1.3% |
| 6M | -5.2% | +14.6% | -19.8% | -8.5% |
| YTD | +2.1% | +24.1% | -22.0% | -3.4% |
| 1Y | +24.7% | +26.6% | -1.9% | +17.4% |
| 3Y | +211.3% | +14.3% | +197.0% | +195.7% |
| 5Y | +186.7% | -21.9% | +208.6% | +196.7% |
| 10Y | +285.3% | +62.6% | +222.7% | +198.9% |
| All | +177.3% | +214.7% | -37.5% | +32.0% |
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