+315.3%
GDX vs PYPL
+36.1%
+279.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.9% | -4.3% | +6.2% | +2.5% |
| 30D | +9.9% | -11.5% | +21.4% | +11.7% |
| 3M | +28.2% | +26.1% | +2.1% | +23.6% |
| 6M | -2.9% | +13.7% | -16.6% | -5.1% |
| YTD | +16.0% | -9.8% | +25.8% | +16.3% |
| 1Y | +49.9% | -22.1% | +71.9% | +53.0% |
| 3Y | +263.6% | -13.5% | +277.1% | +258.7% |
| 5Y | +233.6% | -81.6% | +315.2% | +290.7% |
| 10Y | +315.3% | +38.8% | +276.5% | +275.2% |
| All | +315.3% | +36.1% | +279.2% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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