+227.7%
GDX vs PFGC
+110.5%
+117.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.0% |
| 6M | -2.9% | +10.7% | -13.6% | -4.8% |
| YTD | +14.7% | +7.6% | +7.1% | +12.7% |
| 1Y | +47.4% | -7.8% | +55.2% | +48.1% |
| 3Y | +259.7% | +63.7% | +196.0% | +223.8% |
| 5Y | +227.7% | +112.3% | +115.4% | +179.4% |
| All | +227.7% | +110.5% | +117.2% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling