+173.4%
GDX vs PEG
+41.8%
+131.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.2% |
| 7D | +11.5% | +2.6% | +8.9% | +10.2% |
| 30D | -3.1% | +3.3% | -6.4% | -4.7% |
| 3M | -4.4% | +1.1% | -5.5% | -5.1% |
| 6M | -8.6% | -1.4% | -7.1% | -8.3% |
| YTD | +0.8% | -4.6% | +5.4% | +2.7% |
| 1Y | +14.7% | -7.2% | +21.9% | +18.4% |
| 3Y | +228.8% | +33.7% | +195.0% | +172.2% |
| 5Y | +173.4% | +40.8% | +132.5% | +130.7% |
| All | +173.4% | +41.8% | +131.6% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling