+373.5%
GDX vs DBX
+20.9%
+352.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | +6.6% | +2.8% | +3.7% | +6.2% |
| 3M | +30.1% | +26.8% | +3.3% | +27.2% |
| 6M | -7.1% | +32.8% | -39.9% | -9.9% |
| YTD | +12.0% | +26.1% | -14.1% | +9.1% |
| 1Y | +41.2% | +14.1% | +27.1% | +38.8% |
| 3Y | +251.0% | +25.7% | +225.3% | +237.8% |
| 5Y | +226.7% | +11.2% | +215.6% | +211.5% |
| All | +373.5% | +20.9% | +352.7% | +345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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