+189.5%
GDX vs PEP
+343.1%
-153.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +15.6% | +1.0% | +14.5% | +15.3% |
| 30D | +2.4% | +12.6% | -10.2% | -1.4% |
| 3M | +1.7% | +3.1% | -1.4% | +0.6% |
| 6M | -3.3% | -6.3% | +3.0% | -1.9% |
| YTD | +6.6% | +1.9% | +4.8% | +5.2% |
| 1Y | +27.0% | +3.3% | +23.7% | +24.5% |
| 3Y | +243.4% | -4.8% | +248.2% | +240.4% |
| 5Y | +194.2% | +2.0% | +192.1% | +182.9% |
| 10Y | +310.1% | +80.3% | +229.8% | +208.0% |
| All | +189.5% | +343.1% | -153.6% | +20.0% |
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 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