+185.4%
GDX vs PLUG
-96.4%
+281.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.4% | -5.2% | +1.5% |
| 7D | +13.6% | +5.8% | +7.8% | +13.0% |
| 30D | +2.5% | -18.5% | +21.0% | +4.2% |
| 3M | +4.4% | -30.0% | +34.3% | +7.5% |
| 6M | -5.2% | -56.2% | +51.0% | +0.8% |
| YTD | +2.1% | -26.4% | +28.5% | +3.5% |
| 1Y | +24.7% | -42.2% | +66.9% | +28.3% |
| 3Y | +211.3% | -76.8% | +288.1% | +219.9% |
| All | +185.4% | -96.4% | +281.8% | +235.7% |
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