+72.7%
GDXJ vs PPG
+371.7%
-299.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -6.2% | -5.1% | -1.1% | -4.3% |
| 30D | +4.6% | -9.6% | +14.2% | +8.8% |
| 3M | +31.3% | -6.4% | +37.7% | +34.9% |
| 6M | -10.7% | +0.5% | -11.2% | -10.5% |
| YTD | +9.1% | +4.4% | +4.6% | +7.6% |
| 1Y | +44.1% | -0.9% | +45.0% | +44.4% |
| 3Y | +285.4% | -17.0% | +302.3% | +305.8% |
| 5Y | +228.4% | -23.7% | +252.0% | +248.6% |
| 10Y | +226.5% | +25.9% | +200.7% | +162.0% |
| All | +72.7% | +371.7% | -299.0% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling