+14.7%
GDX vs PYPL
-11.4%
+26.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.1% |
| 7D | +11.5% | +1.0% | +10.5% | +11.4% |
| 30D | -3.1% | +5.9% | -9.0% | -3.9% |
| 3M | -4.4% | -0.2% | -4.2% | -4.5% |
| 6M | -8.6% | +30.3% | -38.9% | -12.4% |
| YTD | +0.8% | +1.6% | -0.7% | -0.2% |
| 1Y | +14.7% | -10.3% | +24.9% | +22.4% |
| All | +14.7% | -11.4% | +26.0% | +22.4% |
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