+301.2%
GDX vs PPL
+62.0%
+239.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +13.6% | +0.4% | +13.2% | +13.5% |
| 30D | +2.5% | +5.4% | -2.9% | +0.9% |
| 3M | +4.4% | +4.3% | +0.1% | +3.1% |
| 6M | -5.2% | -1.3% | -3.9% | -5.1% |
| YTD | +2.1% | +4.7% | -2.6% | +0.4% |
| 1Y | +24.7% | +1.3% | +23.4% | +23.8% |
| 3Y | +211.3% | +57.2% | +154.1% | +173.6% |
| 5Y | +186.7% | +48.2% | +138.4% | +155.4% |
| All | +301.2% | +62.0% | +239.1% | +226.8% |
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