+42.5%
GDXJ vs GPN
+5.1%
+37.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -4.3% | +1.5% | -2.2% |
| 30D | +5.0% | 0.0% | +4.9% | +4.9% |
| 3M | +24.1% | +35.8% | -11.7% | +17.4% |
| 6M | -7.4% | +22.0% | -29.4% | -11.3% |
| YTD | +10.2% | +15.2% | -5.0% | +5.2% |
| 1Y | +42.5% | +3.5% | +39.1% | +34.8% |
| All | +42.5% | +5.1% | +37.4% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling