-81.2%
PATH vs GDXJ
+133.6%
-214.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | -5.3% | +13.4% | -18.8% | -8.2% |
| 30D | -0.5% | -1.3% | +0.7% | -0.5% |
| 3M | -7.1% | -1.5% | -5.6% | -7.4% |
| 6M | +23.8% | -12.2% | +36.0% | +25.6% |
| YTD | -20.7% | -5.3% | -15.4% | -23.2% |
| 1Y | -8.1% | +22.0% | -30.1% | -17.9% |
| 3Y | -21.8% | +224.9% | -246.8% | -53.5% |
| 5Y | -76.8% | +160.6% | -237.5% | -85.7% |
| All | -81.2% | +133.6% | -214.8% | -87.2% |
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