+38.6%
GDXJ vs PCG
-57.7%
+96.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.6% |
| 7D | -4.9% | -2.0% | -3.0% | -4.7% |
| 30D | -10.0% | -2.7% | -7.3% | -9.7% |
| 3M | -16.6% | -25.1% | +8.4% | -14.2% |
| 6M | -23.3% | -22.3% | -1.0% | -21.4% |
| YTD | -12.4% | -18.5% | +6.0% | -10.9% |
| 1Y | +0.5% | -21.8% | +22.3% | +2.8% |
| 3Y | +220.5% | -21.0% | +241.5% | +226.1% |
| 5Y | +124.7% | +8.1% | +116.6% | +120.8% |
| 10Y | +240.2% | -76.6% | +316.8% | +304.8% |
| All | +38.6% | -57.7% | +96.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling