+259.7%
GDX vs PEG
+34.5%
+225.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +4.0% | +1.0% | +2.9% | +3.5% |
| 30D | +9.5% | -1.9% | +11.4% | +10.3% |
| 3M | +25.1% | -3.7% | +28.8% | +27.1% |
| 6M | -2.9% | -9.4% | +6.5% | +1.6% |
| YTD | +14.7% | -6.0% | +20.7% | +17.8% |
| 1Y | +47.4% | -4.4% | +51.8% | +50.2% |
| 3Y | +259.7% | +33.5% | +226.2% | +178.7% |
| All | +259.7% | +34.5% | +225.2% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling