+281.6%
GDX vs DECK
+718.3%
-436.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | +18.6% | -13.6% | +32.2% | +20.0% |
| 3M | +14.9% | -21.2% | +36.1% | +17.0% |
| 6M | -6.3% | -21.1% | +14.8% | -4.6% |
| YTD | +15.7% | -17.2% | +33.0% | +16.9% |
| 1Y | +54.8% | -30.7% | +85.6% | +58.4% |
| 3Y | +253.4% | -3.4% | +256.8% | +242.0% |
| 5Y | +219.7% | +25.5% | +194.1% | +197.3% |
| All | +281.6% | +718.3% | -436.6% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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