+21.2%
GDX vs PLUG
-48.8%
+70.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +3.8% |
| 7D | +15.6% | +14.5% | +1.0% | +12.9% |
| 30D | +2.4% | -10.7% | +13.2% | +4.1% |
| 3M | +1.7% | -31.2% | +32.9% | +7.6% |
| 6M | -3.3% | -51.9% | +48.6% | +6.0% |
| YTD | +6.6% | -23.9% | +30.5% | +11.9% |
| All | +21.2% | -48.8% | +70.1% | +30.9% |
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 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