+224.1%
GDX vs PG
+14.0%
+210.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | +6.8% | +0.8% | +5.9% | +6.5% |
| 3M | +24.9% | -1.3% | +26.3% | +25.1% |
| 6M | -4.2% | -3.8% | -0.4% | -3.3% |
| YTD | +13.2% | +3.6% | +9.6% | +11.7% |
| 1Y | +40.2% | -5.7% | +45.9% | +42.2% |
| 3Y | +249.6% | +1.6% | +248.0% | +237.8% |
| All | +224.1% | +14.0% | +210.1% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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