+194.2%
GDX vs PENG
+56.2%
+138.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | +1.7% | -21.8% | +23.5% | +2.9% |
| 6M | -3.3% | +3.3% | -6.6% | -7.3% |
| YTD | +6.6% | +133.6% | -127.0% | -7.7% |
| 1Y | +27.0% | +110.7% | -83.7% | +10.9% |
| 3Y | +243.4% | +204.3% | +39.1% | +182.0% |
| 5Y | +194.2% | +54.4% | +139.8% | +128.3% |
| All | +194.2% | +56.2% | +138.0% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling