-80.8%
PATH vs GDXJ
+114.7%
-195.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.1% | -8.1% | +10.2% | +4.0% |
| 30D | +1.6% | -5.5% | +7.1% | +2.5% |
| 3M | -20.4% | -14.6% | -5.9% | -18.0% |
| 6M | +40.1% | -23.2% | +63.3% | +46.7% |
| YTD | -19.0% | -13.0% | -6.1% | -20.2% |
| 1Y | -5.8% | +2.8% | -8.6% | -12.0% |
| 3Y | -22.9% | +221.5% | -244.4% | -54.5% |
| 5Y | -75.3% | +123.4% | -198.7% | -84.1% |
| All | -80.8% | +114.7% | -195.5% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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