+260.9%
GDX vs PPL
+57.3%
+203.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.5% |
| 30D | +18.6% | +0.5% | +18.2% | +18.3% |
| 3M | +14.9% | +0.7% | +14.2% | +14.1% |
| 6M | -6.3% | -7.6% | +1.3% | -3.1% |
| YTD | +15.7% | +1.8% | +13.9% | +13.9% |
| 1Y | +54.8% | -0.8% | +55.6% | +54.2% |
| All | +260.9% | +57.3% | +203.6% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling