+21.8%
GDXJ vs PPG
+38.5%
-16.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.0% | +4.6% | +6.1% |
| 7D | -0.2% | +7.5% | -7.6% | -5.0% |
| 30D | -7.6% | +20.9% | -28.5% | -19.3% |
| 3M | +2.3% | +8.7% | -6.4% | -3.7% |
| 6M | -7.8% | +23.8% | -31.7% | -20.7% |
| YTD | -8.4% | +26.5% | -34.9% | -18.0% |
| 1Y | +21.8% | +37.6% | -15.8% | +9.4% |
| All | +21.8% | +38.5% | -16.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling