+171.4%
GDX vs PEP
+345.7%
-174.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | +6.7% | -1.2% | +3.4% |
| 30D | -2.8% | +13.5% | -16.3% | -6.7% |
| 3M | +2.5% | +3.9% | -1.5% | +1.1% |
| 6M | -0.1% | -6.0% | +5.9% | +1.3% |
| YTD | 0.0% | +2.5% | -2.5% | -1.6% |
| 1Y | +22.2% | +3.9% | +18.3% | +19.6% |
| 3Y | +201.4% | -4.7% | +206.0% | +198.7% |
| 5Y | +180.6% | +1.1% | +179.5% | +170.9% |
| 10Y | +277.2% | +83.8% | +193.3% | +181.0% |
| All | +171.4% | +345.7% | -174.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling