+228.9%
GDX vs PYPL
-80.9%
+309.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.8% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | +18.6% | -4.9% | +23.5% | +19.4% |
| 3M | +14.9% | +28.9% | -14.0% | +10.5% |
| 6M | -6.3% | +18.2% | -24.5% | -8.9% |
| YTD | +15.7% | -5.0% | +20.8% | +15.1% |
| 1Y | +54.8% | -18.8% | +73.7% | +57.1% |
| 3Y | +253.4% | -12.6% | +266.0% | +246.3% |
| All | +228.9% | -80.9% | +309.7% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling