-13.0%
PYPL vs GDXJ
+281.5%
-294.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.7% |
| 7D | -5.9% | -6.2% | +0.3% | -5.2% |
| 30D | -9.4% | +4.6% | -14.1% | -9.9% |
| 3M | +31.3% | +31.3% | 0.0% | +26.6% |
| 6M | +19.1% | -10.7% | +29.8% | +20.3% |
| YTD | -7.9% | +9.1% | -16.9% | -10.6% |
| 1Y | -17.9% | +44.1% | -62.0% | -24.9% |
| All | -13.0% | +281.5% | -294.4% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling