+291.6%
GDX vs PEG
+148.3%
+143.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | +6.6% | -2.8% | +9.3% | +7.7% |
| 3M | +30.1% | -6.9% | +37.0% | +33.8% |
| 6M | -7.1% | -11.4% | +4.3% | -2.5% |
| YTD | +12.0% | -7.4% | +19.3% | +15.2% |
| 1Y | +41.2% | -8.3% | +49.5% | +45.9% |
| 3Y | +251.0% | +31.5% | +219.4% | +208.9% |
| 5Y | +226.7% | +38.0% | +188.8% | +181.2% |
| All | +291.6% | +148.3% | +143.3% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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