+259.7%
GDX vs PFGC
+63.1%
+196.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +4.0% | -2.4% | +6.4% | +4.4% |
| 30D | +9.5% | -15.8% | +25.2% | +12.6% |
| 3M | +25.1% | -0.6% | +25.7% | +24.8% |
| 6M | -2.9% | +10.7% | -13.6% | -5.1% |
| YTD | +14.7% | +7.6% | +7.1% | +12.4% |
| 1Y | +47.4% | -7.8% | +55.2% | +47.4% |
| 3Y | +259.7% | +63.7% | +196.0% | +210.7% |
| All | +259.7% | +63.1% | +196.6% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling