+406.2%
GDX vs PDD
+210.2%
+195.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -0.4% | -4.1% | +3.7% | -0.1% |
| 30D | +18.6% | -9.6% | +28.2% | +19.5% |
| 3M | +14.9% | -4.3% | +19.2% | +15.2% |
| 6M | -6.3% | -18.8% | +12.5% | -4.8% |
| YTD | +15.7% | -27.5% | +43.2% | +18.4% |
| 1Y | +54.8% | -33.6% | +88.5% | +59.3% |
| 3Y | +253.4% | -20.4% | +273.8% | +253.2% |
| 5Y | +219.7% | -19.6% | +239.2% | +208.4% |
| All | +406.2% | +210.2% | +195.9% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling