+169.7%
GDX vs D
+329.1%
-159.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.7% | -2.4% | +3.2% | +1.7% |
| 30D | -3.8% | +9.0% | -12.7% | -7.1% |
| 3M | -5.4% | +1.0% | -6.4% | -6.0% |
| 6M | -12.7% | +11.0% | -23.7% | -16.7% |
| YTD | -0.7% | +19.8% | -20.4% | -8.0% |
| 1Y | +11.9% | +16.0% | -4.1% | +4.8% |
| 3Y | +223.9% | +74.4% | +149.5% | +154.1% |
| 5Y | +163.2% | +13.5% | +149.6% | +142.1% |
| 10Y | +349.2% | +48.4% | +300.8% | +230.7% |
| All | +169.7% | +329.1% | -159.4% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling