+150.7%
GDX vs PEP
+5.2%
+145.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.6% |
| 7D | -6.8% | +2.9% | -9.7% | -7.2% |
| 30D | -2.1% | +12.5% | -14.6% | -3.7% |
| 3M | -7.5% | +4.5% | -12.0% | -8.1% |
| 6M | -15.2% | -0.5% | -14.7% | -15.2% |
| YTD | -4.8% | +4.4% | -9.2% | -5.5% |
| 1Y | +6.7% | +4.4% | +2.4% | +6.0% |
| 3Y | +212.7% | -3.4% | +216.1% | +213.3% |
| All | +150.7% | +5.2% | +145.5% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling