+231.9%
GDXJ vs PLUG
-91.9%
+323.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +17.9% | +3.3% | +14.5% | +17.5% |
| 3M | +15.3% | -39.7% | +55.0% | +21.0% |
| 6M | -9.4% | -12.5% | +3.1% | -9.1% |
| YTD | +13.4% | +10.2% | +3.3% | +10.8% |
| 1Y | +59.7% | +50.7% | +9.0% | +48.7% |
| 3Y | +283.6% | -74.5% | +358.1% | +295.7% |
| All | +231.9% | -91.9% | +323.8% | +270.5% |
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 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