+326.3%
GDX vs DD
+97.1%
+229.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -6.8% | +5.0% | -11.8% | -7.9% |
| 30D | -2.1% | +19.7% | -21.8% | -6.5% |
| 3M | -7.5% | +7.2% | -14.7% | -9.3% |
| 6M | -15.2% | +1.0% | -16.2% | -15.5% |
| YTD | -4.8% | +29.1% | -33.9% | -9.7% |
| 1Y | +6.7% | +28.5% | -21.8% | +1.4% |
| 3Y | +212.7% | +89.4% | +123.3% | +172.7% |
| 5Y | +151.7% | +67.1% | +84.5% | +119.5% |
| All | +326.3% | +97.1% | +229.1% | +270.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling