+228.9%
GDX vs PLUG
-91.8%
+320.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +18.6% | +3.3% | +15.3% | +18.3% |
| 3M | +14.9% | -39.7% | +54.6% | +19.3% |
| 6M | -6.3% | -12.5% | +6.2% | -6.0% |
| YTD | +15.7% | +10.2% | +5.6% | +13.5% |
| 1Y | +54.8% | +50.7% | +4.1% | +46.3% |
| 3Y | +253.4% | -74.5% | +327.9% | +260.2% |
| All | +228.9% | -91.8% | +320.7% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling