+319.2%
GDX vs DAR
+269.9%
+49.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.1% |
| 7D | +11.5% | -3.8% | +15.3% | +12.1% |
| 30D | -3.1% | -14.4% | +11.3% | -0.7% |
| 3M | -4.4% | -17.9% | +13.5% | -1.7% |
| 6M | -8.6% | -18.3% | +9.7% | -6.1% |
| YTD | +0.8% | +43.2% | -42.4% | -6.5% |
| 1Y | +14.7% | +57.7% | -43.0% | +4.5% |
| 3Y | +228.8% | +22.7% | +206.0% | +204.6% |
| 5Y | +173.4% | -34.0% | +207.4% | +178.8% |
| 10Y | +319.2% | +279.5% | +39.8% | +222.0% |
| All | +319.2% | +269.9% | +49.3% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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