+59.7%
GDXJ vs PFGC
-5.1%
+64.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +0.2% | -2.2% | +2.4% | +0.6% |
| 30D | +17.9% | -11.9% | +29.8% | +20.5% |
| 3M | +15.3% | +5.0% | +10.3% | +13.5% |
| 6M | -9.4% | +8.6% | -18.0% | -12.7% |
| YTD | +13.4% | +9.7% | +3.7% | +10.7% |
| 1Y | +59.7% | -6.3% | +65.9% | +46.6% |
| All | +59.7% | -5.1% | +64.8% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling