+215.1%
GDXJ vs GPN
+28.5%
+186.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -4.3% | +1.5% | -2.0% |
| 30D | +5.0% | 0.0% | +4.9% | +4.8% |
| 3M | +24.1% | +35.8% | -11.7% | +16.2% |
| 6M | -7.4% | +22.0% | -29.4% | -11.4% |
| YTD | +10.2% | +15.2% | -5.0% | +6.0% |
| 1Y | +42.5% | +3.5% | +39.1% | +39.5% |
| 3Y | +285.7% | -26.9% | +312.7% | +297.5% |
| 5Y | +231.9% | -44.2% | +276.1% | +253.6% |
| All | +215.1% | +28.5% | +186.6% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling