+228.9%
GDX vs GPC
+30.9%
+197.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +18.6% | +6.0% | +12.7% | +17.4% |
| 3M | +14.9% | +42.6% | -27.7% | +7.3% |
| 6M | -6.3% | +22.8% | -29.0% | -10.4% |
| YTD | +15.7% | +15.5% | +0.3% | +11.6% |
| 1Y | +54.8% | +2.0% | +52.8% | +51.8% |
| 3Y | +253.4% | -1.4% | +254.9% | +244.1% |
| All | +228.9% | +30.9% | +197.9% | +211.4% |
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