+211.8%
GDXJ vs PPL
+55.2%
+156.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +4.3% | +1.8% | +2.5% | +3.6% |
| 30D | +8.4% | -1.1% | +9.5% | +8.8% |
| 3M | +25.5% | 0.0% | +25.5% | +25.3% |
| 6M | -6.3% | -7.6% | +1.2% | -3.8% |
| YTD | +12.1% | +1.7% | +10.4% | +10.8% |
| 1Y | +51.1% | +1.5% | +49.5% | +49.3% |
| 3Y | +296.1% | +55.3% | +240.8% | +231.0% |
| 5Y | +228.1% | +37.7% | +190.4% | +185.6% |
| 10Y | +211.8% | +54.0% | +157.8% | +142.3% |
| All | +211.8% | +55.2% | +156.6% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling