+171.4%
GDX vs PLD
+422.3%
-250.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | +2.5% | -7.9% | +10.4% | +4.4% |
| 6M | -0.1% | -7.0% | +6.9% | +1.4% |
| YTD | 0.0% | +3.1% | -3.1% | -0.7% |
| 1Y | +22.2% | +7.1% | +15.1% | +20.4% |
| 3Y | +201.4% | +32.9% | +168.5% | +180.2% |
| 5Y | +180.6% | +1.5% | +179.1% | +173.3% |
| 10Y | +277.2% | +245.9% | +31.3% | +176.4% |
| All | +171.4% | +422.3% | -250.9% | +6.7% |
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