+341.0%
GDX vs PDD
+199.6%
+141.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.1% | -5.3% |
| 7D | +11.5% | -1.0% | +12.4% | +11.5% |
| 30D | -3.1% | -2.4% | -0.7% | -3.0% |
| 3M | -4.4% | -14.6% | +10.2% | -3.3% |
| 6M | -8.6% | -19.6% | +11.1% | -7.2% |
| YTD | +0.8% | -30.0% | +30.8% | +3.4% |
| 1Y | +14.7% | -42.5% | +57.2% | +19.1% |
| 3Y | +228.8% | -27.2% | +255.9% | +230.7% |
| 5Y | +173.4% | -8.2% | +181.6% | +162.4% |
| All | +341.0% | +199.6% | +141.4% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling