+49.9%
GDX vs PFGC
-8.5%
+58.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.9% | -3.7% | +5.6% | +2.5% |
| 30D | +9.9% | -16.0% | +25.9% | +12.9% |
| 3M | +28.2% | -4.1% | +32.3% | +28.4% |
| 6M | -2.9% | +8.7% | -11.6% | -5.6% |
| YTD | +16.0% | +6.4% | +9.6% | +14.0% |
| 1Y | +49.9% | -8.4% | +58.3% | +39.9% |
| All | +49.9% | -8.5% | +58.4% | +39.9% |
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