+49.9%
GDX vs PYPL
-22.7%
+72.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.9% | -4.3% | +6.2% | +2.4% |
| 30D | +9.9% | -11.5% | +21.4% | +11.2% |
| 3M | +28.2% | +26.1% | +2.1% | +25.3% |
| 6M | -2.9% | +13.7% | -16.6% | -4.6% |
| YTD | +16.0% | -9.8% | +25.8% | +12.7% |
| 1Y | +49.9% | -22.1% | +71.9% | +48.5% |
| All | +49.9% | -22.7% | +72.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling