+337.3%
GDX vs PDD
+216.8%
+120.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +5.4% | +5.9% | -0.5% | +5.0% |
| 30D | -2.8% | +7.1% | -9.9% | -3.3% |
| 3M | +2.5% | -7.7% | +10.2% | +3.1% |
| 6M | -0.1% | -13.2% | +13.2% | +0.9% |
| YTD | 0.0% | -26.0% | +25.9% | +2.1% |
| 1Y | +22.2% | -38.4% | +60.6% | +26.3% |
| 3Y | +201.4% | -21.1% | +222.5% | +201.4% |
| 5Y | +180.6% | +0.3% | +180.3% | +167.7% |
| All | +337.3% | +216.8% | +120.5% | +297.3% |
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