+180.6%
GDX vs PATH
-78.0%
+258.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.6% |
| 7D | +5.4% | -5.6% | +11.0% | +5.9% |
| 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% | -2.1% |
| YTD | 0.0% | -20.6% | +20.6% | +1.0% |
| 1Y | +22.2% | -10.6% | +32.8% | +21.8% |
| 3Y | +201.4% | -24.9% | +226.3% | +196.0% |
| 5Y | +180.6% | -76.8% | +257.5% | +191.4% |
| All | +180.6% | -78.0% | +258.7% | +191.4% |
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