+24.8%
GDX vs PLUG
-44.1%
+68.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +8.4% |
| 7D | +0.8% | +2.8% | -2.1% | +0.3% |
| 30D | -3.2% | -22.8% | +19.5% | +0.7% |
| 3M | +8.6% | -32.4% | +41.0% | +15.2% |
| 6M | -1.2% | -53.4% | +52.1% | +8.9% |
| YTD | -1.4% | -25.9% | +24.5% | +4.0% |
| 1Y | +24.8% | -42.1% | +66.9% | +35.0% |
| All | +24.8% | -44.1% | +68.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling