+185.4%
GDX vs DAR
-41.1%
+226.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +13.6% | -9.9% | +23.6% | +15.4% |
| 30D | +2.5% | -16.4% | +18.9% | +5.3% |
| 3M | +4.4% | -17.1% | +21.4% | +6.9% |
| 6M | -5.2% | -20.5% | +15.2% | -2.4% |
| YTD | +2.1% | +39.4% | -37.3% | -5.5% |
| 1Y | +24.7% | +57.2% | -32.5% | +12.9% |
| 3Y | +211.3% | +13.9% | +197.4% | +191.6% |
| All | +185.4% | -41.1% | +226.4% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling