+327.3%
GDX vs PPL
+65.0%
+262.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -4.6% | -2.2% | -2.4% | -4.0% |
| 30D | -6.2% | +1.7% | -7.9% | -6.7% |
| 3M | -10.0% | +0.1% | -10.1% | -10.2% |
| 6M | -15.8% | -1.5% | -14.2% | -15.6% |
| YTD | -4.6% | +3.0% | -7.5% | -5.7% |
| 1Y | +4.0% | -1.4% | +5.5% | +4.0% |
| 3Y | +211.1% | +53.5% | +157.6% | +175.2% |
| 5Y | +152.3% | +46.4% | +105.9% | +125.5% |
| All | +327.3% | +65.0% | +262.3% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling