+243.4%
GDX vs PFGC
+84.2%
+159.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +3.6% |
| 7D | +15.6% | +10.8% | +4.7% | +12.9% |
| 30D | +2.4% | +17.8% | -15.4% | -1.0% |
| 3M | +1.7% | -2.7% | +4.5% | +1.4% |
| 6M | -3.3% | +20.0% | -23.3% | -7.2% |
| YTD | +6.6% | +24.3% | -17.7% | +1.4% |
| 1Y | +27.0% | +13.2% | +13.8% | +22.2% |
| 3Y | +243.4% | +85.9% | +157.5% | +195.7% |
| All | +243.4% | +84.2% | +159.1% | +195.7% |
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