+79.5%
GDXJ vs PPL
+162.6%
-83.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.2% | +2.7% | -2.5% | -0.9% |
| 30D | +17.9% | +0.5% | +17.4% | +17.6% |
| 3M | +15.3% | +0.7% | +14.6% | +14.6% |
| 6M | -9.4% | -7.6% | -1.8% | -6.7% |
| YTD | +13.4% | +1.8% | +11.6% | +11.9% |
| 1Y | +59.7% | -0.8% | +60.4% | +59.1% |
| 3Y | +283.6% | +56.9% | +226.7% | +213.5% |
| 5Y | +217.6% | +39.5% | +178.1% | +171.3% |
| 10Y | +225.7% | +55.4% | +170.3% | +151.9% |
| All | +79.5% | +162.6% | -83.0% | +0.9% |
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