+349.2%
GDX vs PFGC
+363.4%
-14.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | -3.8% | +17.4% | -21.2% | -5.0% |
| 3M | -5.4% | -2.4% | -3.0% | -5.4% |
| 6M | -12.7% | +18.2% | -30.9% | -13.9% |
| YTD | -0.7% | +23.7% | -24.3% | -2.5% |
| 1Y | +11.9% | +15.0% | -3.1% | +10.4% |
| 3Y | +223.9% | +82.3% | +141.6% | +208.4% |
| 5Y | +163.2% | +131.9% | +31.3% | +145.7% |
| 10Y | +349.2% | +353.0% | -3.8% | +304.8% |
| All | +349.2% | +363.4% | -14.2% | +304.8% |
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