+54.8%
GDX vs PFGC
-5.1%
+59.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | +18.6% | -11.9% | +30.6% | +20.9% |
| 3M | +14.9% | +5.0% | +9.9% | +13.2% |
| 6M | -6.3% | +8.6% | -14.9% | -9.4% |
| YTD | +15.7% | +9.7% | +6.0% | +13.2% |
| 1Y | +54.8% | -6.3% | +61.1% | +43.5% |
| All | +54.8% | -5.1% | +59.9% | +43.5% |
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