+258.1%
GDX vs DE
+75.0%
+183.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.9% | -3.0% | +4.9% | +2.6% |
| 30D | +9.9% | +11.1% | -1.2% | +6.9% |
| 3M | +28.2% | +17.6% | +10.6% | +22.7% |
| 6M | -2.9% | +13.6% | -16.5% | -6.5% |
| YTD | +16.0% | +46.3% | -30.3% | +6.5% |
| 1Y | +49.9% | +44.2% | +5.7% | +37.6% |
| All | +258.1% | +75.0% | +183.1% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling