+326.3%
GDX vs PLD
+268.4%
+57.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | +1.3% | -8.2% | -7.1% |
| 30D | -2.1% | -1.4% | -0.7% | -1.8% |
| 3M | -7.5% | -8.2% | +0.6% | -5.5% |
| 6M | -15.2% | -8.0% | -7.2% | -13.5% |
| YTD | -4.8% | +3.2% | -8.0% | -5.5% |
| 1Y | +6.7% | +7.0% | -0.3% | +5.1% |
| 3Y | +212.7% | +38.3% | +174.5% | +186.4% |
| 5Y | +151.7% | +0.2% | +151.5% | +142.6% |
| All | +326.3% | +268.4% | +57.9% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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