+177.3%
GDX vs D
+332.5%
-155.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | +13.6% | +3.0% | +10.7% | +12.5% |
| 30D | +2.5% | +11.5% | -9.0% | -1.9% |
| 3M | +4.4% | +3.7% | +0.7% | +2.7% |
| 6M | -5.2% | +13.5% | -18.8% | -10.3% |
| YTD | +2.1% | +20.7% | -18.6% | -5.7% |
| 1Y | +24.7% | +18.2% | +6.5% | +15.9% |
| 3Y | +211.3% | +73.3% | +138.0% | +144.8% |
| 5Y | +186.7% | +12.3% | +174.4% | +164.9% |
| 10Y | +285.3% | +43.4% | +241.9% | +189.8% |
| All | +177.3% | +332.5% | -155.2% | -15.1% |
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