+180.6%
GDX vs PPL
+47.7%
+132.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +5.4% | +1.0% | +4.4% | +5.0% |
| 30D | -2.8% | +6.8% | -9.6% | -5.8% |
| 3M | +2.5% | +3.9% | -1.4% | +0.5% |
| 6M | -0.1% | -2.0% | +2.0% | +0.5% |
| YTD | 0.0% | +5.3% | -5.3% | -3.2% |
| 1Y | +22.2% | +2.2% | +20.0% | +20.1% |
| 3Y | +201.4% | +56.7% | +144.7% | +134.3% |
| 5Y | +180.6% | +49.1% | +131.6% | +126.5% |
| All | +180.6% | +47.7% | +132.9% | +126.5% |
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