+228.8%
GDX vs PLUG
-63.1%
+291.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.0% | +3.6% | -4.7% |
| 7D | +11.5% | -3.2% | +14.6% | +11.8% |
| 30D | -3.1% | -18.7% | +15.6% | -1.5% |
| 3M | -4.4% | -35.3% | +30.9% | -1.1% |
| 6M | -8.6% | -56.2% | +47.7% | -3.0% |
| YTD | +0.8% | -30.7% | +31.6% | +3.0% |
| 1Y | +14.7% | -46.7% | +61.3% | +18.8% |
| 3Y | +228.8% | -61.3% | +290.1% | +235.6% |
| All | +228.8% | -63.1% | +291.9% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling