+211.5%
GDX vs PG
+378.1%
-166.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | +9.5% | -0.1% | +9.6% | +9.5% |
| 3M | +25.1% | +1.1% | +24.0% | +24.3% |
| 6M | -2.9% | -3.8% | +0.9% | -2.0% |
| YTD | +14.7% | +3.8% | +10.9% | +12.8% |
| 1Y | +47.4% | -5.8% | +53.2% | +49.3% |
| 3Y | +259.7% | +3.0% | +256.7% | +249.6% |
| 5Y | +227.7% | +14.5% | +213.2% | +205.3% |
| 10Y | +289.0% | +117.8% | +171.2% | +178.2% |
| All | +211.5% | +378.1% | -166.7% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling