+214.8%
GDX vs GPN
+322.7%
-107.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | +1.9% | -6.2% | +8.1% | +3.0% |
| 30D | +9.9% | +1.0% | +8.9% | +9.6% |
| 3M | +28.2% | +36.9% | -8.7% | +20.6% |
| 6M | -2.9% | +16.8% | -19.7% | -6.2% |
| YTD | +16.0% | +13.2% | +2.7% | +12.2% |
| 1Y | +49.9% | +1.4% | +48.4% | +47.4% |
| 3Y | +263.6% | -28.6% | +292.2% | +274.0% |
| 5Y | +233.6% | -47.0% | +280.6% | +255.6% |
| 10Y | +315.3% | +25.2% | +290.2% | +240.6% |
| All | +214.8% | +322.7% | -107.9% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling