+231.2%
GDXJ vs PLUG
-25.0%
+256.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.9% | +0.3% |
| 7D | -8.1% | -23.4% | +15.4% | -6.0% |
| 30D | -5.5% | -23.4% | +18.0% | -3.3% |
| 3M | -14.6% | -51.7% | +37.2% | -9.2% |
| 6M | -23.2% | -72.0% | +48.8% | -14.9% |
| YTD | -13.0% | -43.7% | +30.7% | -9.7% |
| 1Y | +2.8% | -55.4% | +58.2% | +8.3% |
| 3Y | +221.5% | -68.0% | +289.5% | +222.1% |
| 5Y | +123.4% | -97.4% | +220.8% | +158.7% |
| All | +231.2% | -25.0% | +256.2% | +190.0% |
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