+228.9%
GDX vs DECK
+25.5%
+203.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.7% | -2.3% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | +18.6% | -13.6% | +32.2% | +19.5% |
| 3M | +14.9% | -21.2% | +36.1% | +16.3% |
| 6M | -6.3% | -21.1% | +14.8% | -5.3% |
| YTD | +15.7% | -17.2% | +33.0% | +16.7% |
| 1Y | +54.8% | -30.7% | +85.6% | +57.5% |
| 3Y | +253.4% | -3.4% | +256.8% | +244.7% |
| All | +228.9% | +25.5% | +203.3% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling