GMP x2

The chart shows the growth of an initial investment of $10,000 in GMP x2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 10, 2026, the GMP x2 returned 6.38% Year-To-Date and 8.91% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 4, 2013, GMP x2's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +12.4%, while the worst month was Sep 2022 at -12.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, GMP x2 closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +6.5%, while the worst single day was Mar 12, 2020 at -7.9%.

GMP x2 has an annualized alpha of 0.77%, beta of 0.64, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.

• This portfolio participated in 95.33% of S&P 500 Index downside but only 80.89% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

GMP x2 has an expense ratio of 0.67%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GMP x2 ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below presents risk-adjusted performance metrics for GMP x2 and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

GMP x2 Sharpe ratios as of Jun 10, 2026 (values are recalculated daily):

• 1-Year: 1.43
• 5-Year: 0.22
• 10-Year: 0.60
• All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.39, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of GMP x2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GMP x2 provided a 2.83% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the GMP x2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GMP x2 was 38.26%, occurring on Oct 14, 2022. Recovery took 728 trading sessions.

The current GMP x2 drawdown is 3.86%.

The chart below shows the rolling one-month volatility.