+326.3%
GDX vs PPL
+67.2%
+259.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | -6.8% | -0.4% | -6.4% | -6.7% |
| 30D | -2.1% | +2.6% | -4.8% | -2.9% |
| 3M | -7.5% | +0.8% | -8.3% | -7.8% |
| 6M | -15.2% | +1.4% | -16.6% | -15.7% |
| YTD | -4.8% | +4.3% | -9.1% | -6.3% |
| 1Y | +6.7% | +0.8% | +6.0% | +6.1% |
| 3Y | +212.7% | +57.9% | +154.8% | +174.6% |
| 5Y | +151.7% | +48.3% | +103.3% | +124.1% |
| All | +326.3% | +67.2% | +259.1% | +217.3% |
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