+24.8%
GDX vs GPC
+6.5%
+18.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.4% |
| 7D | +0.8% | +4.1% | -3.4% | -0.5% |
| 30D | -3.2% | +0.1% | -3.4% | -3.4% |
| 3M | +8.6% | -3.9% | +12.5% | +9.8% |
| 6M | -1.2% | +24.4% | -25.6% | -9.5% |
| YTD | -1.4% | +5.7% | -7.1% | -6.0% |
| 1Y | +24.8% | +6.8% | +18.0% | +21.6% |
| All | +24.8% | +6.5% | +18.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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