+220.4%
GDXJ vs PFGC
+110.3%
+110.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.8% | -4.8% | +1.9% | -1.7% |
| 30D | +5.0% | -12.5% | +17.5% | +8.1% |
| 3M | +24.1% | -9.7% | +33.8% | +26.6% |
| 6M | -7.4% | +7.0% | -14.4% | -9.1% |
| YTD | +10.2% | +4.5% | +5.8% | +8.4% |
| 1Y | +42.5% | -11.6% | +54.1% | +44.9% |
| 3Y | +285.7% | +58.5% | +227.2% | +237.1% |
| All | +220.4% | +110.3% | +110.1% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling