+211.5%
GDX vs PPG
+424.7%
-213.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | +9.5% | -7.8% | +17.3% | +12.5% |
| 3M | +25.1% | -2.2% | +27.3% | +26.0% |
| 6M | -2.9% | +4.1% | -7.1% | -4.1% |
| YTD | +14.7% | +9.1% | +5.7% | +11.5% |
| 1Y | +47.4% | +1.0% | +46.5% | +46.5% |
| 3Y | +259.7% | -13.3% | +273.0% | +269.8% |
| 5Y | +227.7% | -19.2% | +246.9% | +237.1% |
| 10Y | +289.0% | +25.9% | +263.0% | +218.3% |
| All | +211.5% | +424.7% | -213.2% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling