+326.3%
GDX vs PLUG
-25.0%
+351.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.2% | +0.4% |
| 7D | -6.8% | -23.4% | +16.6% | -5.2% |
| 30D | -2.1% | -23.4% | +21.3% | -0.5% |
| 3M | -7.5% | -51.7% | +44.2% | -3.3% |
| 6M | -15.2% | -72.0% | +56.8% | -8.6% |
| YTD | -4.8% | -43.7% | +38.8% | -2.2% |
| 1Y | +6.7% | -55.4% | +62.1% | +10.9% |
| 3Y | +212.7% | -68.0% | +280.7% | +213.6% |
| 5Y | +151.7% | -97.4% | +249.1% | +176.3% |
| All | +326.3% | -25.0% | +351.3% | +290.3% |
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