+310.1%
GDX vs DAR
+288.2%
+21.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.6% |
| 7D | +15.6% | -2.8% | +18.3% | +16.0% |
| 30D | +2.4% | -12.8% | +15.3% | +4.7% |
| 3M | +1.7% | -11.6% | +13.3% | +3.3% |
| 6M | -3.3% | -16.8% | +13.5% | -1.1% |
| YTD | +6.6% | +45.9% | -39.3% | -1.5% |
| 1Y | +27.0% | +61.5% | -34.5% | +15.2% |
| 3Y | +243.4% | +23.0% | +220.4% | +218.1% |
| 5Y | +194.2% | -35.8% | +230.0% | +201.4% |
| 10Y | +310.1% | +280.4% | +29.8% | +210.0% |
| All | +310.1% | +288.2% | +21.9% | +210.0% |
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