+4.4%
PLTR vs GDX
+48.1%
-43.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.8% |
| 7D | 0.0% | +1.9% | -1.8% | -0.4% |
| 30D | -3.3% | +9.9% | -13.2% | -6.2% |
| 3M | +28.4% | +28.2% | +0.2% | +18.7% |
| 6M | +8.4% | -2.9% | +11.3% | +7.2% |
| YTD | -4.6% | +16.0% | -20.6% | -12.0% |
| 1Y | +4.4% | +49.9% | -45.5% | -12.4% |
| All | +4.4% | +48.1% | -43.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling