+211.3%
GDX vs DAL
+168.1%
+43.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +13.6% | +8.8% | +4.8% | +12.1% |
| 30D | +2.5% | +5.4% | -2.9% | +1.6% |
| 3M | +4.4% | -4.9% | +9.3% | +4.9% |
| 6M | -5.2% | +19.8% | -25.1% | -8.1% |
| YTD | +2.1% | +27.0% | -24.9% | -1.9% |
| 1Y | +24.7% | +52.5% | -27.8% | +17.5% |
| 3Y | +211.3% | +173.8% | +37.4% | +157.7% |
| All | +211.3% | +168.1% | +43.2% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling