+310.1%
GDX vs PLUG
+25.0%
+285.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +4.2% |
| 7D | +15.6% | +14.5% | +1.0% | +14.5% |
| 30D | +2.4% | -10.7% | +13.2% | +3.1% |
| 3M | +1.7% | -31.2% | +32.9% | +4.0% |
| 6M | -3.3% | -51.9% | +48.6% | +0.6% |
| YTD | +6.6% | -23.9% | +30.5% | +7.5% |
| 1Y | +27.0% | -43.4% | +70.4% | +29.8% |
| 3Y | +243.4% | -74.7% | +318.1% | +245.4% |
| 5Y | +194.2% | -96.3% | +290.5% | +214.9% |
| 10Y | +310.1% | +20.0% | +290.1% | +290.9% |
| All | +310.1% | +25.0% | +285.1% | +290.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling