+326.3%
GDX vs DE
+762.0%
-435.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +3.6% | -5.7% | -2.7% |
| 3M | -7.5% | +10.2% | -17.8% | -9.2% |
| 6M | -15.2% | +16.6% | -31.7% | -17.6% |
| YTD | -4.8% | +45.8% | -50.6% | -10.6% |
| 1Y | +6.7% | +43.9% | -37.2% | +0.3% |
| 3Y | +212.7% | +89.6% | +123.1% | +178.7% |
| 5Y | +151.7% | +100.3% | +51.3% | +121.1% |
| All | +326.3% | +762.0% | -435.8% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling