+224.1%
GDX vs GPN
-44.7%
+268.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.2% | -4.6% | +2.4% | -1.6% |
| 30D | +6.8% | -0.3% | +7.0% | +6.7% |
| 3M | +24.9% | +35.4% | -10.5% | +19.6% |
| 6M | -4.2% | +21.7% | -25.9% | -7.1% |
| YTD | +13.2% | +14.9% | -1.7% | +10.2% |
| 1Y | +40.2% | +3.2% | +37.0% | +38.0% |
| 3Y | +249.6% | -27.1% | +276.7% | +258.2% |
| All | +224.1% | -44.7% | +268.8% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling