+177.3%
GDX vs PLD
+415.8%
-238.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +13.6% | -0.8% | +14.4% | +13.8% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +4.4% | -8.0% | +12.4% | +6.3% |
| 6M | -5.2% | -9.8% | +4.6% | -3.2% |
| YTD | +2.1% | +1.8% | +0.4% | +1.7% |
| 1Y | +24.7% | +5.6% | +19.1% | +23.2% |
| 3Y | +211.3% | +33.3% | +178.0% | +189.2% |
| 5Y | +186.7% | +0.3% | +186.4% | +180.0% |
| 10Y | +285.3% | +241.6% | +43.7% | +183.1% |
| All | +177.3% | +415.8% | -238.6% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling