+260.9%
GDX vs PLD
+21.6%
+239.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.3% |
| 30D | +18.6% | -2.4% | +21.0% | +19.6% |
| 3M | +14.9% | -3.8% | +18.7% | +16.0% |
| 6M | -6.3% | 0.0% | -6.3% | -6.4% |
| YTD | +15.7% | +9.2% | +6.5% | +12.9% |
| 1Y | +54.8% | +25.9% | +28.9% | +45.3% |
| All | +260.9% | +21.6% | +239.2% | +244.9% |
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