+188.9%
GDX vs PATH
-76.8%
+265.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.6% | +14.4% | -1.0% |
| 7D | -0.4% | -16.3% | +15.9% | +0.8% |
| 30D | +18.6% | +9.9% | +8.7% | +17.7% |
| 3M | +14.9% | +30.2% | -15.3% | +12.4% |
| 6M | -6.3% | +37.2% | -43.5% | -9.0% |
| YTD | +15.7% | -7.3% | +23.0% | +15.7% |
| 1Y | +54.8% | +40.0% | +14.8% | +48.1% |
| 3Y | +253.4% | -4.4% | +257.8% | +240.6% |
| 5Y | +219.7% | -76.0% | +295.7% | +217.7% |
| All | +188.9% | -76.8% | +265.7% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling