+228.4%
GDXJ vs PCG
+52.0%
+176.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.5% |
| 30D | +4.6% | -18.9% | +23.5% | +10.3% |
| 3M | +31.3% | -15.8% | +47.1% | +36.5% |
| 6M | -10.7% | -22.6% | +11.9% | -4.5% |
| YTD | +9.1% | -12.2% | +21.3% | +11.5% |
| 1Y | +44.1% | -7.1% | +51.2% | +44.1% |
| 3Y | +285.4% | -15.8% | +301.2% | +290.1% |
| 5Y | +228.4% | +53.3% | +175.1% | +146.4% |
| All | +228.4% | +52.0% | +176.4% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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