+185.4%
GDX vs PENG
+42.1%
+143.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | +0.8% |
| 7D | +13.6% | -19.4% | +33.1% | +15.4% |
| 30D | +2.5% | -42.4% | +44.9% | +8.0% |
| 3M | +4.4% | -25.6% | +30.0% | +6.2% |
| 6M | -5.2% | +7.3% | -12.5% | -9.7% |
| YTD | +2.1% | +113.9% | -111.7% | -10.8% |
| 1Y | +24.7% | +93.6% | -68.9% | +9.9% |
| 3Y | +211.3% | +170.2% | +41.1% | +158.7% |
| All | +185.4% | +42.1% | +143.3% | +123.5% |
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 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