+301.2%
GDX vs PLD
+236.3%
+64.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | +13.6% | -0.8% | +14.4% | +13.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +4.4% | -8.0% | +12.4% | +6.6% |
| 6M | -5.2% | -9.8% | +4.6% | -2.9% |
| YTD | +2.1% | +1.8% | +0.4% | +1.7% |
| 1Y | +24.7% | +5.6% | +19.1% | +23.1% |
| 3Y | +211.3% | +33.3% | +178.0% | +187.1% |
| 5Y | +186.7% | +0.3% | +186.4% | +176.6% |
| All | +301.2% | +236.3% | +64.9% | +202.1% |
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