+189.5%
GDX vs DD
+282.8%
-93.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.9% | -1.5% | +2.8% |
| 7D | +15.6% | +9.8% | +5.8% | +12.4% |
| 30D | +2.4% | +19.3% | -16.9% | -2.6% |
| 3M | +1.7% | +9.4% | -7.6% | -1.0% |
| 6M | -3.3% | +4.8% | -8.1% | -4.5% |
| YTD | +6.6% | +30.2% | -23.6% | -0.3% |
| 1Y | +27.0% | +32.2% | -5.2% | +18.4% |
| 3Y | +243.4% | +93.1% | +150.3% | +185.4% |
| 5Y | +194.2% | +68.0% | +126.2% | +149.3% |
| 10Y | +310.1% | +98.5% | +211.7% | +208.7% |
| All | +189.5% | +282.8% | -93.3% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling