+214.2%
GDX vs DD
+224.7%
-10.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.6% |
| 30D | +18.6% | -10.3% | +28.9% | +22.1% |
| 3M | +14.9% | -7.5% | +22.4% | +17.6% |
| 6M | -6.3% | -8.0% | +1.8% | -3.8% |
| YTD | +15.7% | +10.5% | +5.3% | +13.5% |
| 1Y | +54.8% | +38.3% | +16.6% | +43.0% |
| 3Y | +253.4% | +42.5% | +211.0% | +218.7% |
| 5Y | +219.7% | +60.2% | +159.5% | +175.3% |
| 10Y | +300.2% | +68.9% | +231.3% | +215.5% |
| All | +214.2% | +224.7% | -10.5% | +140.3% |
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