+291.6%
GDX vs PFGC
+294.6%
-3.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -3.4% |
| 7D | -5.4% | -4.8% | -0.5% | -5.0% |
| 30D | +6.6% | -17.2% | +23.8% | +8.0% |
| 3M | +30.1% | -6.3% | +36.4% | +30.6% |
| 6M | -7.1% | +8.8% | -15.9% | -7.7% |
| YTD | +12.0% | +4.9% | +7.0% | +11.4% |
| 1Y | +41.2% | -9.5% | +50.7% | +41.8% |
| 3Y | +251.0% | +59.6% | +191.4% | +238.3% |
| 5Y | +226.7% | +113.5% | +113.2% | +208.5% |
| All | +291.6% | +294.6% | -3.0% | +261.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling