+301.2%
GDX vs DECK
+874.1%
-572.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.3% |
| 7D | +13.6% | +5.8% | +7.9% | +13.1% |
| 30D | +2.5% | +7.9% | -5.4% | +1.9% |
| 3M | +4.4% | -11.4% | +15.8% | +5.3% |
| 6M | -5.2% | -16.6% | +11.3% | -4.0% |
| YTD | +2.1% | -16.4% | +18.5% | +3.1% |
| 1Y | +24.7% | +8.6% | +16.1% | +23.0% |
| 3Y | +211.3% | -15.1% | +226.4% | +206.1% |
| 5Y | +186.7% | +22.9% | +163.8% | +168.0% |
| All | +301.2% | +874.1% | -572.9% | +253.7% |
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