+289.0%
GDX vs PEP
+76.2%
+212.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +9.5% | +0.7% | +8.8% | +9.3% |
| 3M | +25.1% | -0.5% | +25.6% | +25.0% |
| 6M | -2.9% | -11.3% | +8.4% | -0.5% |
| YTD | +14.7% | -0.6% | +15.3% | +14.4% |
| 1Y | +47.4% | +1.7% | +45.8% | +45.8% |
| 3Y | +259.7% | -12.5% | +272.2% | +267.2% |
| 5Y | +227.7% | +3.9% | +223.8% | +217.7% |
| 10Y | +289.0% | +76.6% | +212.4% | +211.0% |
| All | +289.0% | +76.2% | +212.7% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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