+173.8%
GDX vs PLUG
-97.4%
+271.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.7% | +3.2% | -4.9% |
| 7D | +11.5% | -2.8% | +14.3% | +11.6% |
| 30D | -3.1% | -18.5% | +15.3% | -2.1% |
| 3M | -4.4% | -35.1% | +30.7% | -2.1% |
| 6M | -8.6% | -56.1% | +47.5% | -4.6% |
| YTD | +0.8% | -30.5% | +31.3% | +2.0% |
| 1Y | +14.7% | -46.5% | +61.1% | +17.3% |
| 3Y | +228.8% | -61.2% | +290.0% | +224.5% |
| 5Y | +173.4% | -96.6% | +270.0% | +195.3% |
| 10Y | +319.2% | +1.5% | +317.7% | +257.8% |
| All | +173.8% | -97.4% | +271.1% | +160.7% |
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 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