+6.7%
GDX vs DD
+27.9%
-21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -6.8% | +5.0% | -11.8% | -10.1% |
| 30D | -2.1% | +19.7% | -21.8% | -16.3% |
| 3M | -7.5% | +7.2% | -14.7% | -13.0% |
| 6M | -15.2% | +1.0% | -16.2% | -16.1% |
| YTD | -4.8% | +29.1% | -33.9% | -21.2% |
| 1Y | +6.7% | +28.5% | -21.8% | -11.1% |
| All | +6.7% | +27.9% | -21.2% | -11.1% |
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 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