+228.9%
GDX vs PENG
+115.2%
+113.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.9% |
| 7D | -0.4% | +4.5% | -4.9% | -0.9% |
| 30D | +18.6% | -7.1% | +25.7% | +19.3% |
| 3M | +14.9% | -27.3% | +42.1% | +17.0% |
| 6M | -6.3% | +169.6% | -175.8% | -19.1% |
| YTD | +15.7% | +164.6% | -148.9% | -0.1% |
| 1Y | +54.8% | +109.5% | -54.6% | +36.3% |
| 3Y | +253.4% | +98.9% | +154.5% | +200.2% |
| All | +228.9% | +115.2% | +113.6% | +148.1% |
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