+243.4%
GDX vs PENG
+191.6%
+51.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -4.8% | +3.3% |
| 7D | +15.6% | -3.8% | +19.3% | +15.0% |
| 30D | +2.4% | -40.1% | +42.5% | +8.2% |
| 3M | +1.7% | -21.8% | +23.5% | +3.0% |
| 6M | -3.3% | +3.3% | -6.6% | -8.3% |
| YTD | +6.6% | +133.6% | -127.0% | -11.1% |
| 1Y | +27.0% | +110.7% | -83.7% | +6.9% |
| 3Y | +243.4% | +204.3% | +39.1% | +173.0% |
| All | +243.4% | +191.6% | +51.7% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling