+349.2%
GDX vs DD
+99.0%
+250.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | -3.8% | +20.3% | -24.0% | -8.2% |
| 3M | -5.4% | +8.2% | -13.6% | -7.5% |
| 6M | -12.7% | +3.4% | -16.1% | -13.5% |
| YTD | -0.7% | +30.6% | -31.3% | -6.0% |
| 1Y | +11.9% | +30.6% | -18.8% | +5.9% |
| 3Y | +223.9% | +91.1% | +132.8% | +181.8% |
| 5Y | +163.2% | +68.6% | +94.6% | +129.0% |
| 10Y | +349.2% | +99.9% | +249.3% | +289.1% |
| All | +349.2% | +99.0% | +250.2% | +289.1% |
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