+349.2%
GDX vs PPL
+65.2%
+283.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | -3.8% | +3.0% | -6.8% | -4.6% |
| 3M | -5.4% | +1.1% | -6.6% | -5.9% |
| 6M | -12.7% | -0.8% | -11.9% | -12.7% |
| YTD | -0.7% | +3.5% | -4.1% | -2.0% |
| 1Y | +11.9% | -0.9% | +12.8% | +11.7% |
| 3Y | +223.9% | +54.2% | +169.7% | +186.2% |
| 5Y | +163.2% | +46.3% | +116.9% | +135.2% |
| 10Y | +349.2% | +65.0% | +284.1% | +241.9% |
| All | +349.2% | +65.2% | +283.9% | +241.9% |
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