+11.9%
GDX vs PFGC
+14.2%
-2.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | -3.8% | +17.4% | -21.2% | -8.2% |
| 3M | -5.4% | -2.4% | -3.0% | -6.2% |
| 6M | -12.7% | +18.2% | -30.9% | -17.8% |
| YTD | -0.7% | +23.7% | -24.3% | -7.8% |
| 1Y | +11.9% | +15.0% | -3.1% | +4.4% |
| All | +11.9% | +14.2% | -2.3% | +4.4% |
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