+11.9%
GDX vs DD
+30.9%
-19.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | +0.7% | +3.2% | -2.5% | -1.8% |
| 30D | -3.8% | +20.3% | -24.0% | -18.0% |
| 3M | -5.4% | +8.2% | -13.6% | -11.7% |
| 6M | -12.7% | +3.4% | -16.1% | -15.2% |
| YTD | -0.7% | +30.6% | -31.3% | -19.1% |
| 1Y | +11.9% | +30.6% | -18.8% | -8.5% |
| All | +11.9% | +30.9% | -19.0% | -8.5% |
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