+214.2%
GDX vs PPL
+208.0%
+6.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | +18.6% | +0.5% | +18.2% | +18.4% |
| 3M | +14.9% | +0.7% | +14.2% | +14.3% |
| 6M | -6.3% | -7.6% | +1.3% | -3.8% |
| YTD | +15.7% | +1.8% | +13.9% | +14.4% |
| 1Y | +54.8% | -0.8% | +55.6% | +54.4% |
| 3Y | +253.4% | +56.9% | +196.6% | +196.9% |
| 5Y | +219.7% | +39.5% | +180.1% | +178.6% |
| 10Y | +300.2% | +55.4% | +244.8% | +216.5% |
| All | +214.2% | +208.0% | +6.2% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling