+214.2%
GDX vs PLD
+453.6%
-239.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.1% |
| 30D | +18.6% | -2.4% | +21.0% | +19.3% |
| 3M | +14.9% | -3.8% | +18.7% | +15.7% |
| 6M | -6.3% | 0.0% | -6.3% | -6.2% |
| YTD | +15.7% | +9.2% | +6.5% | +13.5% |
| 1Y | +54.8% | +25.9% | +28.9% | +47.2% |
| 3Y | +253.4% | +21.3% | +232.1% | +234.7% |
| 5Y | +219.7% | +14.1% | +205.5% | +203.6% |
| 10Y | +300.2% | +237.9% | +62.3% | +194.9% |
| All | +214.2% | +453.6% | -239.4% | +21.9% |
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 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