+349.2%
GDX vs PEG
+161.7%
+187.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.7% | +1.5% | -0.7% | +0.2% |
| 30D | -3.8% | +5.0% | -8.7% | -5.7% |
| 3M | -5.4% | -0.3% | -5.1% | -5.5% |
| 6M | -12.7% | -2.7% | -10.0% | -12.0% |
| YTD | -0.7% | -5.1% | +4.4% | +1.1% |
| 1Y | +11.9% | -8.3% | +20.1% | +15.5% |
| 3Y | +223.9% | +33.0% | +190.9% | +184.7% |
| 5Y | +163.2% | +41.3% | +121.9% | +125.3% |
| 10Y | +349.2% | +164.5% | +184.6% | +164.1% |
| All | +349.2% | +161.7% | +187.5% | +164.1% |
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