+337.8%
GDX vs PENG
+661.7%
-323.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -4.8% | +3.4% |
| 7D | +15.6% | -3.8% | +19.3% | +15.1% |
| 30D | +2.4% | -40.1% | +42.5% | +7.6% |
| 3M | +1.7% | -21.8% | +23.5% | +2.9% |
| 6M | -3.3% | +3.3% | -6.6% | -7.2% |
| YTD | +6.6% | +133.6% | -127.0% | -7.7% |
| 1Y | +27.0% | +110.7% | -83.7% | +11.1% |
| 3Y | +243.4% | +204.3% | +39.1% | +179.2% |
| 5Y | +194.2% | +54.4% | +139.8% | +145.3% |
| All | +337.8% | +661.7% | -323.9% | +201.5% |
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