+214.2%
GDX vs DE
+2,321.3%
-2,107.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +10.0% | -10.4% | -3.6% |
| 30D | +18.6% | +13.3% | +5.3% | +13.5% |
| 3M | +14.9% | +17.5% | -2.6% | +8.4% |
| 6M | -6.3% | +13.6% | -19.8% | -10.7% |
| YTD | +15.7% | +49.8% | -34.1% | +0.2% |
| 1Y | +54.8% | +47.9% | +7.0% | +34.1% |
| 3Y | +253.4% | +72.5% | +180.9% | +184.2% |
| 5Y | +219.7% | +90.2% | +129.4% | +140.7% |
| 10Y | +300.2% | +865.4% | -565.2% | +42.2% |
| All | +214.2% | +2,321.3% | -2,107.1% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling