+158.1%
GDXJ vs PLUG
-96.4%
+254.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.4% | -4.6% | +2.0% |
| 7D | +13.4% | +5.8% | +7.6% | +12.7% |
| 30D | -1.3% | -18.5% | +17.3% | +0.8% |
| 3M | -1.5% | -30.0% | +28.4% | +2.1% |
| 6M | -12.2% | -56.2% | +44.0% | -5.1% |
| YTD | -5.3% | -26.4% | +21.1% | -3.6% |
| 1Y | +22.0% | -42.2% | +64.2% | +26.5% |
| 3Y | +224.9% | -76.8% | +301.8% | +237.4% |
| All | +158.1% | -96.4% | +254.5% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling