+59.7%
GDXJ vs PLUG
+45.6%
+14.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.9% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +17.9% | +3.3% | +14.5% | +17.4% |
| 3M | +15.3% | -39.7% | +55.0% | +21.3% |
| 6M | -9.4% | -12.5% | +3.1% | -8.8% |
| YTD | +13.4% | +10.2% | +3.3% | +12.2% |
| 1Y | +59.7% | +50.7% | +9.0% | +60.3% |
| All | +59.7% | +45.6% | +14.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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