+147.5%
GDX vs DAL
+359.0%
-211.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +1.6% |
| 7D | +5.4% | +4.6% | +0.9% | +5.2% |
| 30D | -2.8% | +2.3% | -5.1% | -2.9% |
| 3M | +2.5% | -8.1% | +10.6% | +2.8% |
| 6M | -0.1% | +21.4% | -21.5% | -0.9% |
| YTD | 0.0% | +24.3% | -24.3% | -1.0% |
| 1Y | +22.2% | +47.4% | -25.2% | +20.3% |
| 3Y | +201.4% | +164.6% | +36.8% | +189.4% |
| 5Y | +180.6% | +100.2% | +80.4% | +170.4% |
| 10Y | +277.2% | +124.9% | +152.3% | +259.1% |
| All | +147.5% | +359.0% | -211.5% | +146.6% |
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