+319.3%
GDX vs PENG
+597.2%
-277.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +0.8% |
| 7D | +13.6% | -19.4% | +33.1% | +15.5% |
| 30D | +2.5% | -42.4% | +44.9% | +8.1% |
| 3M | +4.4% | -25.6% | +30.0% | +6.2% |
| 6M | -5.2% | +7.3% | -12.5% | -9.6% |
| YTD | +2.1% | +113.9% | -111.7% | -10.7% |
| 1Y | +24.7% | +93.6% | -68.9% | +10.1% |
| 3Y | +211.3% | +170.2% | +41.1% | +156.5% |
| 5Y | +186.7% | +44.2% | +142.5% | +140.9% |
| All | +319.3% | +597.2% | -277.8% | +191.7% |
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