+233.7%
GDXJ vs PLUG
+9.2%
+224.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.0% | +3.0% | -5.2% |
| 7D | +11.8% | -3.2% | +15.0% | +12.1% |
| 30D | -7.1% | -18.7% | +11.6% | -5.5% |
| 3M | -10.5% | -35.3% | +24.8% | -7.2% |
| 6M | -15.5% | -56.2% | +40.7% | -9.9% |
| YTD | -6.6% | -30.7% | +24.1% | -4.8% |
| 1Y | +11.3% | -46.7% | +58.0% | +15.5% |
| 3Y | +242.0% | -61.3% | +303.3% | +237.3% |
| 5Y | +147.7% | -96.6% | +244.3% | +180.0% |
| 10Y | +233.7% | +1.1% | +232.6% | +185.2% |
| All | +233.7% | +9.2% | +224.5% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling