+346.7%
GDX vs PDD
+213.3%
+133.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.2% |
| 7D | +13.6% | +5.6% | +8.0% | +13.2% |
| 30D | +2.5% | +5.8% | -3.3% | +2.1% |
| 3M | +4.4% | -8.6% | +13.0% | +5.1% |
| 6M | -5.2% | -18.8% | +13.6% | -3.9% |
| YTD | +2.1% | -26.8% | +28.9% | +4.4% |
| 1Y | +24.7% | -39.3% | +64.0% | +29.0% |
| 3Y | +211.3% | -22.5% | +233.8% | +211.7% |
| 5Y | +186.7% | -0.8% | +187.4% | +173.7% |
| All | +346.7% | +213.3% | +133.4% | +306.2% |
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