-0.1%
GDX vs PATH
+19.6%
-19.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.5% |
| 7D | +5.4% | -5.6% | +11.0% | +5.6% |
| 30D | -2.8% | -0.7% | -2.1% | -2.8% |
| 3M | +2.5% | -5.9% | +8.3% | +4.0% |
| 6M | -0.1% | +21.6% | -21.7% | +3.7% |
| All | -0.1% | +19.6% | -19.6% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling