+185.4%
GDX vs PATH
-76.8%
+262.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +13.6% | -5.3% | +19.0% | +14.1% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +4.4% | -7.1% | +11.5% | +4.7% |
| 6M | -5.2% | +23.8% | -29.0% | -7.2% |
| YTD | +2.1% | -20.7% | +22.8% | +3.2% |
| 1Y | +24.7% | -8.1% | +32.8% | +24.0% |
| 3Y | +211.3% | -21.8% | +233.1% | +204.6% |
| All | +185.4% | -76.8% | +262.2% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling