+249.6%
GDX vs PPG
-17.4%
+267.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.2% | -6.2% | +4.1% | +0.2% |
| 30D | +6.8% | -7.9% | +14.7% | +10.1% |
| 3M | +24.9% | -10.2% | +35.2% | +30.0% |
| 6M | -4.2% | +2.7% | -6.9% | -4.5% |
| YTD | +13.2% | +4.9% | +8.3% | +12.6% |
| 1Y | +40.2% | -3.2% | +43.4% | +42.0% |
| 3Y | +249.6% | -17.0% | +266.6% | +272.8% |
| All | +249.6% | -17.4% | +267.0% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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