+152.8%
GDX vs DAL
+368.9%
-216.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | +13.6% | +8.8% | +4.8% | +13.2% |
| 30D | +2.5% | +5.4% | -2.9% | +2.3% |
| 3M | +4.4% | -4.9% | +9.3% | +4.6% |
| 6M | -5.2% | +19.8% | -25.1% | -6.0% |
| YTD | +2.1% | +27.0% | -24.9% | +1.0% |
| 1Y | +24.7% | +52.5% | -27.8% | +22.6% |
| 3Y | +211.3% | +173.8% | +37.4% | +198.5% |
| 5Y | +186.7% | +104.5% | +82.1% | +175.9% |
| 10Y | +285.3% | +129.7% | +155.6% | +266.5% |
| All | +152.8% | +368.9% | -216.1% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling