+224.9%
GDXJ vs PLUG
-78.4%
+303.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.4% | -4.6% | +2.1% |
| 7D | +13.4% | +5.8% | +7.6% | +12.8% |
| 30D | -1.3% | -18.5% | +17.3% | +0.5% |
| 3M | -1.5% | -30.0% | +28.4% | +1.7% |
| 6M | -12.2% | -56.2% | +44.0% | -6.2% |
| YTD | -5.3% | -26.4% | +21.1% | -3.5% |
| 1Y | +22.0% | -42.2% | +64.2% | +26.2% |
| 3Y | +224.9% | -76.8% | +301.8% | +244.9% |
| All | +224.9% | -78.4% | +303.3% | +244.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling