+150.7%
GDX vs GPC
+4.3%
+146.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | -2.1% | -6.3% | +4.2% | -0.9% |
| 3M | -7.5% | -8.2% | +0.7% | -6.0% |
| 6M | -15.2% | +27.1% | -42.3% | -19.0% |
| YTD | -4.8% | +3.1% | -7.9% | -6.3% |
| 1Y | +6.7% | +0.1% | +6.7% | +5.5% |
| 3Y | +212.7% | +0.2% | +212.5% | +202.4% |
| All | +150.7% | +4.3% | +146.4% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling