+57.3%
GDXJ vs PPL
+169.2%
-111.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | +16.4% | -1.2% | +17.6% | +17.0% |
| 30D | -1.2% | +4.2% | -5.4% | -3.0% |
| 3M | -3.9% | +1.5% | -5.4% | -4.7% |
| 6M | -10.2% | +1.0% | -11.2% | -10.9% |
| YTD | -0.6% | +4.4% | -5.0% | -3.1% |
| 1Y | +24.3% | +0.8% | +23.6% | +23.0% |
| 3Y | +257.4% | +56.5% | +200.9% | +192.1% |
| 5Y | +166.5% | +47.7% | +118.8% | +122.1% |
| 10Y | +228.5% | +64.4% | +164.1% | +146.4% |
| All | +57.3% | +169.2% | -111.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling