+226.7%
GDX vs PPG
-24.6%
+251.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.8% |
| 7D | -5.4% | -5.1% | -0.2% | -3.7% |
| 30D | +6.6% | -9.6% | +16.1% | +10.2% |
| 3M | +30.1% | -6.4% | +36.5% | +33.2% |
| 6M | -7.1% | +0.5% | -7.6% | -7.0% |
| YTD | +12.0% | +4.4% | +7.5% | +11.0% |
| 1Y | +41.2% | -0.9% | +42.1% | +41.7% |
| 3Y | +251.0% | -17.0% | +267.9% | +266.4% |
| 5Y | +226.7% | -23.7% | +250.4% | +229.7% |
| All | +226.7% | -24.6% | +251.3% | +229.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling