+315.3%
GDX vs DAR
+364.6%
-49.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +9.9% | +7.4% | +2.5% | +8.3% |
| 3M | +28.2% | +15.7% | +12.5% | +24.4% |
| 6M | -2.9% | +30.0% | -32.9% | -8.0% |
| YTD | +16.0% | +87.5% | -71.6% | +3.0% |
| 1Y | +49.9% | +113.4% | -63.5% | +29.6% |
| 3Y | +263.6% | +15.3% | +248.3% | +242.9% |
| 5Y | +233.6% | -4.3% | +237.9% | +219.6% |
| 10Y | +315.3% | +380.2% | -64.8% | +204.6% |
| All | +315.3% | +364.6% | -49.3% | +204.6% |
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