+260.9%
GDX vs PEP
-12.5%
+273.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | +18.6% | +0.2% | +18.4% | +18.6% |
| 3M | +14.9% | -1.1% | +16.0% | +15.0% |
| 6M | -6.3% | -13.5% | +7.2% | -5.9% |
| YTD | +15.7% | -1.2% | +16.9% | +16.6% |
| 1Y | +54.8% | -1.6% | +56.4% | +56.0% |
| All | +260.9% | -12.5% | +273.4% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling