+310.5%
GDX vs PENG
+520.3%
-209.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.0% | +24.4% | +4.0% |
| 7D | +5.4% | -36.7% | +42.1% | +10.2% |
| 30D | -2.8% | -42.0% | +39.2% | +2.3% |
| 3M | +2.5% | -33.2% | +35.7% | +5.6% |
| 6M | -0.1% | +2.1% | -2.2% | -4.1% |
| YTD | 0.0% | +90.3% | -90.3% | -11.4% |
| 1Y | +22.2% | +67.7% | -45.4% | +9.8% |
| 3Y | +201.4% | +154.2% | +47.2% | +150.2% |
| 5Y | +180.6% | +28.3% | +152.3% | +139.1% |
| All | +310.5% | +520.3% | -209.9% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling