+138.4%
GDX vs PLTU
+126.1%
+12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.1% | -6.7% | +3.6% |
| 7D | +15.6% | -11.7% | +27.3% | +16.3% |
| 30D | +2.4% | -36.9% | +39.4% | +5.5% |
| 3M | +1.7% | -10.9% | +12.7% | +1.8% |
| 6M | -3.3% | +18.0% | -21.3% | -6.8% |
| YTD | +6.6% | -39.0% | +45.7% | +5.6% |
| 1Y | +27.0% | -41.5% | +68.5% | +25.6% |
| All | +138.4% | +126.1% | +12.3% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling