+57.3%
DRAM vs GDX
-9.2%
+66.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | 0.0% |
| 7D | +18.0% | -4.6% | +22.5% | +21.7% |
| 30D | -17.4% | -6.2% | -11.2% | -13.8% |
| 3M | -20.3% | -10.0% | -10.3% | -15.3% |
| 6M | -14.9% | -15.8% | +0.9% | -6.0% |
| All | +57.3% | -9.2% | +66.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 5y: compounded portfolio wealth divided by compounded GDX 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…
5y analysis · Full analysis span regression · 6 months rolling