+319.2%
GDX vs D
+44.7%
+274.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.5% | +2.4% | +9.1% | +10.9% |
| 30D | -3.1% | +10.9% | -14.0% | -5.6% |
| 3M | -4.4% | +2.8% | -7.3% | -5.2% |
| 6M | -8.6% | +12.7% | -21.3% | -11.5% |
| YTD | +0.8% | +20.3% | -19.5% | -4.0% |
| 1Y | +14.7% | +17.1% | -2.5% | +9.8% |
| 3Y | +228.8% | +75.1% | +153.6% | +183.4% |
| 5Y | +173.4% | +13.1% | +160.2% | +157.7% |
| 10Y | +319.2% | +48.3% | +271.0% | +238.3% |
| All | +319.2% | +44.7% | +274.5% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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