+214.2%
GDX vs PEG
+409.8%
-195.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | +18.6% | -2.4% | +21.1% | +19.8% |
| 3M | +14.9% | -4.8% | +19.7% | +17.1% |
| 6M | -6.3% | -10.7% | +4.4% | -1.6% |
| YTD | +15.7% | -6.7% | +22.4% | +19.0% |
| 1Y | +54.8% | -6.8% | +61.7% | +59.2% |
| 3Y | +253.4% | +34.5% | +219.0% | +204.7% |
| 5Y | +219.7% | +35.8% | +183.9% | +172.4% |
| 10Y | +300.2% | +141.7% | +158.5% | +149.4% |
| All | +214.2% | +409.8% | -195.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling