+173.4%
GDX vs PPL
+47.4%
+126.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +11.5% | 0.0% | +11.4% | +11.4% |
| 30D | -3.1% | +4.3% | -7.4% | -5.1% |
| 3M | -4.4% | +2.9% | -7.4% | -5.9% |
| 6M | -8.6% | +1.1% | -9.7% | -9.4% |
| YTD | +0.8% | +4.5% | -3.6% | -2.0% |
| 1Y | +14.7% | +0.1% | +14.6% | +13.7% |
| 3Y | +228.8% | +55.7% | +173.1% | +156.4% |
| 5Y | +173.4% | +47.6% | +125.8% | +121.1% |
| All | +173.4% | +47.4% | +126.0% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling