+200.6%
GDX vs DECK
-11.0%
+211.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.0% | +3.0% | +8.7% |
| 7D | +0.8% | +10.4% | -9.6% | +0.3% |
| 30D | -3.2% | +11.1% | -14.3% | -3.7% |
| 3M | +8.6% | -10.8% | +19.3% | +8.8% |
| 6M | -1.2% | -8.7% | +7.5% | -1.0% |
| YTD | -1.4% | -14.0% | +12.7% | -0.8% |
| 1Y | +24.8% | +12.0% | +12.8% | +24.2% |
| All | +200.6% | -11.0% | +211.6% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling