+291.8%
GDX vs PENG
+735.0%
-443.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.1% |
| 7D | -4.6% | +34.6% | -39.2% | -7.8% |
| 30D | -6.2% | -35.9% | +29.7% | -2.3% |
| 3M | -10.0% | -14.7% | +4.7% | -9.9% |
| 6M | -15.8% | +13.5% | -29.3% | -20.1% |
| YTD | -4.6% | +156.1% | -160.7% | -18.3% |
| 1Y | +4.0% | +141.3% | -137.3% | -10.4% |
| 3Y | +211.1% | +223.4% | -12.3% | +151.0% |
| 5Y | +152.3% | +67.4% | +84.9% | +108.3% |
| All | +291.8% | +735.0% | -443.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling