+204.7%
GDX vs PATH
-24.3%
+229.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.6% |
| 7D | +5.4% | -5.6% | +11.0% | +5.8% |
| 30D | -2.8% | -0.7% | -2.1% | -2.8% |
| 3M | +2.5% | -5.9% | +8.3% | +2.7% |
| 6M | -0.1% | +21.6% | -21.7% | -1.3% |
| YTD | 0.0% | -20.6% | +20.6% | +1.2% |
| 1Y | +22.2% | -10.6% | +32.8% | +22.4% |
| All | +204.7% | -24.3% | +229.0% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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