+24.8%
GDX vs PFGC
+12.5%
+12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +13.5% | -4.5% | +5.1% |
| 7D | +0.8% | +13.9% | -13.1% | -3.0% |
| 30D | -3.2% | +18.4% | -21.6% | -7.6% |
| 3M | +8.6% | -2.5% | +11.1% | +7.8% |
| 6M | -1.2% | +26.0% | -27.3% | -8.5% |
| YTD | -1.4% | +21.9% | -23.2% | -7.6% |
| 1Y | +24.8% | +13.4% | +11.4% | +17.2% |
| All | +24.8% | +12.5% | +12.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling