+228.8%
GDX vs PLD
+37.2%
+191.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +11.5% | +0.8% | +10.7% | +11.2% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | -4.4% | -5.5% | +1.1% | -2.7% |
| 6M | -8.6% | -8.3% | -0.2% | -6.2% |
| YTD | +0.8% | +4.3% | -3.5% | -0.1% |
| 1Y | +14.7% | +7.4% | +7.2% | +12.7% |
| 3Y | +228.8% | +37.1% | +191.7% | +186.4% |
| All | +228.8% | +37.2% | +191.5% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling