+158.4%
GDX vs DE
+2,257.1%
-2,098.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +3.6% | -5.7% | -3.3% |
| 3M | -7.5% | +10.2% | -17.8% | -10.9% |
| 6M | -15.2% | +16.6% | -31.7% | -20.0% |
| YTD | -4.8% | +45.8% | -50.6% | -17.0% |
| 1Y | +6.7% | +43.9% | -37.2% | -6.8% |
| 3Y | +212.7% | +89.6% | +123.1% | +143.0% |
| 5Y | +151.7% | +100.3% | +51.3% | +86.2% |
| 10Y | +330.3% | +760.8% | -430.5% | +60.1% |
| All | +158.4% | +2,257.1% | -2,098.7% | -54.6% |
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