+245.7%
GDX vs GPN
-27.4%
+273.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.2% | -3.6% |
| 7D | -5.4% | -3.5% | -1.9% | -5.1% |
| 30D | +6.6% | +3.1% | +3.4% | +6.2% |
| 3M | +30.1% | +42.3% | -12.2% | +25.5% |
| 6M | -7.1% | +20.9% | -28.0% | -9.2% |
| YTD | +12.0% | +15.2% | -3.3% | +9.6% |
| 1Y | +41.2% | +5.4% | +35.8% | +38.8% |
| All | +245.7% | -27.4% | +273.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling