+310.1%
GDX vs GPC
+93.7%
+216.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.1% | +4.0% |
| 7D | +15.6% | +0.8% | +14.7% | +15.4% |
| 30D | +2.4% | -1.1% | +3.5% | +2.6% |
| 3M | +1.7% | -6.6% | +8.4% | +3.0% |
| 6M | -3.3% | +22.2% | -25.5% | -6.9% |
| YTD | +6.6% | +5.1% | +1.6% | +4.9% |
| 1Y | +27.0% | +2.8% | +24.2% | +25.4% |
| 3Y | +243.4% | +2.4% | +241.0% | +233.8% |
| 5Y | +194.2% | +7.8% | +186.4% | +182.4% |
| 10Y | +310.1% | +87.2% | +222.9% | +259.2% |
| All | +310.1% | +93.7% | +216.4% | +259.2% |
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