-15.8%
GDX vs DBX
+25.7%
-41.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.0% | -3.8% |
| 7D | -4.6% | -6.3% | +1.7% | -5.3% |
| 30D | -6.2% | -5.9% | -0.3% | -7.0% |
| 3M | -10.0% | -0.4% | -9.7% | -9.8% |
| 6M | -15.8% | +29.8% | -45.6% | -10.7% |
| All | -15.8% | +25.7% | -41.4% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling