+301.2%
GDX vs DAL
+127.0%
+174.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | +13.6% | +8.8% | +4.8% | +12.7% |
| 30D | +2.5% | +5.4% | -2.9% | +1.9% |
| 3M | +4.4% | -4.9% | +9.3% | +4.8% |
| 6M | -5.2% | +19.8% | -25.1% | -7.0% |
| YTD | +2.1% | +27.0% | -24.9% | -0.5% |
| 1Y | +24.7% | +52.5% | -27.8% | +19.6% |
| 3Y | +211.3% | +173.8% | +37.4% | +179.9% |
| 5Y | +186.7% | +104.5% | +82.1% | +160.2% |
| All | +301.2% | +127.0% | +174.2% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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