+319.2%
GDX vs PLUG
+9.2%
+310.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.0% | +3.6% | -4.9% |
| 7D | +11.5% | -3.2% | +14.6% | +11.7% |
| 30D | -3.1% | -18.7% | +15.6% | -1.9% |
| 3M | -4.4% | -35.3% | +30.9% | -1.9% |
| 6M | -8.6% | -56.2% | +47.7% | -4.2% |
| YTD | +0.8% | -30.7% | +31.6% | +2.2% |
| 1Y | +14.7% | -46.7% | +61.3% | +17.7% |
| 3Y | +228.8% | -61.3% | +290.1% | +225.9% |
| 5Y | +173.4% | -96.6% | +270.0% | +194.8% |
| 10Y | +319.2% | +1.1% | +318.1% | +274.5% |
| All | +319.2% | +9.2% | +310.0% | +274.5% |
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