-2.4%
PLTR vs GDX
+3.5%
-5.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | +4.7% | -6.8% | +11.5% | +6.8% |
| 30D | -16.4% | -2.1% | -14.3% | -16.1% |
| 3M | -6.2% | -7.5% | +1.4% | -4.8% |
| 6M | +29.2% | -15.2% | +44.3% | +33.3% |
| YTD | -5.5% | -4.8% | -0.7% | -11.8% |
| 1Y | -2.4% | +6.7% | -9.1% | -14.3% |
| All | -2.4% | +3.5% | -5.9% | -14.3% |
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