+177.3%
GDX vs PLUG
-97.2%
+274.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +4.4% | -30.0% | +34.3% | +6.4% |
| 6M | -5.2% | -56.2% | +51.0% | -1.2% |
| YTD | +2.1% | -26.4% | +28.5% | +2.9% |
| 1Y | +24.7% | -42.2% | +66.9% | +27.1% |
| 3Y | +211.3% | -76.8% | +288.1% | +213.5% |
| 5Y | +186.7% | -96.2% | +282.9% | +207.9% |
| 10Y | +285.3% | +2.1% | +283.2% | +228.4% |
| All | +177.3% | -97.2% | +274.5% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling