+215.1%
GDXJ vs PEG
+148.0%
+67.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | +5.0% | -3.7% | +8.7% | +6.8% |
| 3M | +24.1% | -7.3% | +31.3% | +28.5% |
| 6M | -7.4% | -10.5% | +3.1% | -2.4% |
| YTD | +10.2% | -7.5% | +17.7% | +14.1% |
| 1Y | +42.5% | -8.7% | +51.3% | +48.5% |
| 3Y | +285.7% | +31.4% | +254.4% | +229.9% |
| 5Y | +231.9% | +37.8% | +194.1% | +176.2% |
| All | +215.1% | +148.0% | +67.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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