+283.3%
GDX vs DDOG
+427.7%
-144.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -10.1% | +9.8% | +0.4% |
| 30D | +18.6% | -24.8% | +43.4% | +20.9% |
| 3M | +14.9% | -12.6% | +27.5% | +15.5% |
| 6M | -6.3% | +79.9% | -86.2% | -12.0% |
| YTD | +15.7% | +56.6% | -40.8% | +9.5% |
| 1Y | +54.8% | +61.6% | -6.7% | +45.7% |
| 3Y | +253.4% | +117.9% | +135.6% | +218.1% |
| 5Y | +219.7% | +54.2% | +165.4% | +185.1% |
| All | +283.3% | +427.7% | -144.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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