+243.4%
GDX vs PYPL
+8.8%
+234.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.2% |
| 7D | +15.6% | +2.2% | +13.4% | +15.2% |
| 30D | +2.4% | +8.1% | -5.7% | +1.3% |
| 3M | +1.7% | +1.9% | -0.2% | +1.3% |
| 6M | -3.3% | +33.1% | -36.4% | -7.6% |
| YTD | +6.6% | +3.8% | +2.9% | +4.4% |
| 1Y | +27.0% | -8.3% | +35.3% | +26.7% |
| 3Y | +243.4% | +11.9% | +231.5% | +196.3% |
| All | +243.4% | +8.8% | +234.6% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling