+256.9%
PLD vs GDXJ
+248.0%
+8.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.5% | -0.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.6% |
| 30D | -3.7% | -10.0% | +6.2% | -2.7% |
| 3M | -7.9% | -16.6% | +8.7% | -6.2% |
| 6M | -9.2% | -23.3% | +14.1% | -7.0% |
| YTD | +3.1% | -12.4% | +15.5% | +2.8% |
| 1Y | +6.2% | +0.5% | +5.7% | +3.9% |
| 3Y | +35.4% | +220.5% | -185.1% | +11.0% |
| 5Y | +0.1% | +124.7% | -124.6% | -16.0% |
| All | +256.9% | +248.0% | +8.8% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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