+220.4%
GDXJ vs PPG
-24.1%
+244.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -2.8% | -6.2% | +3.4% | -0.2% |
| 30D | +5.0% | -7.9% | +12.9% | +8.6% |
| 3M | +24.1% | -10.2% | +34.3% | +29.7% |
| 6M | -7.4% | +2.7% | -10.0% | -7.7% |
| YTD | +10.2% | +4.9% | +5.3% | +8.9% |
| 1Y | +42.5% | -3.2% | +45.7% | +44.4% |
| 3Y | +285.7% | -17.0% | +302.7% | +307.4% |
| All | +220.4% | -24.1% | +244.5% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling