+254.3%
GDX vs DBX
+20.8%
+233.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.7% |
| 7D | +4.0% | -1.3% | +5.3% | +4.0% |
| 30D | +9.5% | -2.9% | +12.4% | +9.6% |
| 3M | +25.1% | +23.8% | +1.2% | +23.7% |
| 6M | -2.9% | +26.2% | -29.1% | -4.2% |
| YTD | +14.7% | +21.6% | -6.9% | +13.7% |
| 1Y | +47.4% | +11.4% | +36.0% | +47.4% |
| All | +254.3% | +20.8% | +233.6% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling