+211.3%
GDX vs PDD
-23.2%
+234.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +13.6% | +5.6% | +8.0% | +12.9% |
| 30D | +2.5% | +5.8% | -3.3% | +1.8% |
| 3M | +4.4% | -8.6% | +13.0% | +5.5% |
| 6M | -5.2% | -18.8% | +13.6% | -3.0% |
| YTD | +2.1% | -26.8% | +28.9% | +5.3% |
| 1Y | +24.7% | -39.3% | +64.0% | +30.2% |
| 3Y | +211.3% | -22.5% | +233.8% | +202.1% |
| All | +211.3% | -23.2% | +234.5% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling