+24.8%
GDX vs DD
+49.3%
-24.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.8% | +10.3% |
| 7D | +0.8% | +8.7% | -7.9% | -6.5% |
| 30D | -3.2% | +15.3% | -18.6% | -14.8% |
| 3M | +8.6% | +5.9% | +2.6% | +2.9% |
| 6M | -1.2% | +11.6% | -12.8% | -10.0% |
| YTD | -1.4% | +26.5% | -27.9% | -17.6% |
| 1Y | +24.8% | +35.4% | -10.6% | -0.7% |
| All | +24.8% | +49.3% | -24.5% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling