+301.2%
GDX vs PLUG
+6.6%
+294.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.4% | -5.2% | +1.7% |
| 7D | +13.6% | +5.8% | +7.8% | +13.2% |
| 30D | +2.5% | -18.5% | +21.0% | +3.7% |
| 3M | +4.4% | -30.0% | +34.3% | +6.6% |
| 6M | -5.2% | -56.2% | +51.0% | -0.9% |
| YTD | +2.1% | -26.4% | +28.5% | +3.1% |
| 1Y | +24.7% | -42.2% | +66.9% | +27.3% |
| 3Y | +211.3% | -76.8% | +288.1% | +214.6% |
| 5Y | +186.7% | -96.2% | +282.9% | +206.8% |
| All | +301.2% | +6.6% | +294.5% | +283.9% |
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