+1,735.1%
PLTR vs GDX
+173.5%
+1,561.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.8% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +10.0% | +18.6% | -8.6% | +4.3% |
| 3M | +23.0% | +14.9% | +8.1% | +17.2% |
| 6M | +13.8% | -6.3% | +20.1% | +14.2% |
| YTD | -1.9% | +15.7% | -17.7% | -8.4% |
| 1Y | +11.6% | +54.8% | -43.2% | -5.3% |
| 3Y | +1,048.4% | +253.4% | +795.0% | +638.1% |
| 5Y | +554.4% | +219.7% | +334.7% | +322.5% |
| All | +1,735.1% | +173.5% | +1,561.5% | +1,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling