+234.0%
GDX vs DDOG
+342.1%
-108.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.4% |
| 7D | +11.5% | -19.1% | +30.6% | +13.0% |
| 30D | -3.1% | -39.2% | +36.0% | +0.5% |
| 3M | -4.4% | -31.6% | +27.2% | -2.0% |
| 6M | -8.6% | -10.9% | +2.3% | -8.8% |
| YTD | +0.8% | +31.2% | -30.3% | -3.6% |
| 1Y | +14.7% | -10.7% | +25.3% | +13.6% |
| 3Y | +228.8% | +72.1% | +156.6% | +201.6% |
| 5Y | +173.4% | -5.5% | +178.9% | +153.7% |
| All | +234.0% | +342.1% | -108.2% | +160.8% |
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