+240.1%
GDXJ vs PLUG
+48.6%
+191.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.7% |
| 7D | +0.9% | +3.8% | -2.9% | +0.6% |
| 30D | +8.8% | +2.8% | +6.0% | +8.5% |
| 3M | +29.8% | -25.4% | +55.3% | +32.8% |
| 6M | -5.8% | -0.5% | -5.4% | -6.5% |
| YTD | +13.6% | +10.2% | +3.4% | +11.4% |
| 1Y | +54.5% | +53.9% | +0.6% | +45.5% |
| 3Y | +301.4% | -72.7% | +374.1% | +301.2% |
| 5Y | +236.3% | -91.4% | +327.8% | +254.9% |
| 10Y | +240.1% | +58.4% | +181.7% | +196.5% |
| All | +240.1% | +48.6% | +191.5% | +196.5% |
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