+297.5%
GDXJ vs PFGC
+61.7%
+235.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.9% | -3.7% | +4.7% | +1.8% |
| 30D | +8.8% | -16.0% | +24.8% | +12.9% |
| 3M | +29.8% | -4.1% | +34.0% | +30.6% |
| 6M | -5.8% | +8.7% | -14.5% | -8.1% |
| YTD | +13.6% | +6.4% | +7.2% | +11.0% |
| 1Y | +54.5% | -8.4% | +62.8% | +55.1% |
| All | +297.5% | +61.7% | +235.8% | +227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling