+289.0%
GDX vs GPC
+79.8%
+209.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.3% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +25.1% | +39.2% | -14.1% | +17.6% |
| 6M | -2.9% | +18.2% | -21.2% | -6.2% |
| YTD | +14.7% | +12.1% | +2.6% | +11.6% |
| 1Y | +47.4% | -0.7% | +48.1% | +46.1% |
| 3Y | +259.7% | -1.7% | +261.4% | +251.6% |
| 5Y | +227.7% | +29.3% | +198.4% | +204.2% |
| 10Y | +289.0% | +80.7% | +208.3% | +239.8% |
| All | +289.0% | +79.8% | +209.1% | +239.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling