+137.0%
GDX vs PLTD
-76.4%
+213.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.3% | +1.7% |
| 7D | +13.6% | +13.7% | -0.1% | +15.8% |
| 30D | +2.5% | +18.4% | -15.9% | +5.4% |
| 3M | +4.4% | -7.5% | +11.8% | +4.0% |
| 6M | -5.2% | -31.3% | +26.1% | -8.2% |
| YTD | +2.1% | -15.4% | +17.5% | +2.3% |
| 1Y | +24.7% | -18.4% | +43.1% | +24.7% |
| All | +137.0% | -76.4% | +213.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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