+150.7%
GDX vs PLD
+0.2%
+150.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | +1.3% | -8.2% | -7.2% |
| 30D | -2.1% | -1.4% | -0.7% | -1.7% |
| 3M | -7.5% | -8.2% | +0.6% | -4.8% |
| 6M | -15.2% | -8.0% | -7.2% | -12.9% |
| YTD | -4.8% | +3.2% | -8.0% | -5.7% |
| 1Y | +6.7% | +7.0% | -0.3% | +4.5% |
| 3Y | +212.7% | +38.3% | +174.5% | +174.3% |
| All | +150.7% | +0.2% | +150.6% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling