+327.3%
GDX vs GPC
+74.2%
+253.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.8% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -6.2% | -6.0% | -0.2% | -5.1% |
| 3M | -10.0% | -7.6% | -2.4% | -8.7% |
| 6M | -15.8% | +24.2% | -40.0% | -19.2% |
| YTD | -4.6% | +2.7% | -7.3% | -5.7% |
| 1Y | +4.0% | +0.2% | +3.9% | +3.2% |
| 3Y | +211.1% | -0.8% | +211.8% | +204.0% |
| 5Y | +152.3% | +4.4% | +147.8% | +143.2% |
| All | +327.3% | +74.2% | +253.1% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling