+185.5%
GDX vs DECK
+31.2%
+154.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.0% | +3.0% | +8.6% |
| 7D | +0.8% | +10.4% | -9.6% | +0.1% |
| 30D | -3.2% | +11.1% | -14.3% | -3.9% |
| 3M | +8.6% | -10.8% | +19.3% | +9.1% |
| 6M | -1.2% | -8.7% | +7.5% | -0.9% |
| YTD | -1.4% | -14.0% | +12.7% | -0.8% |
| 1Y | +24.8% | +12.0% | +12.8% | +23.4% |
| 3Y | +197.3% | -10.5% | +207.8% | +192.3% |
| 5Y | +185.5% | +28.5% | +157.1% | +167.3% |
| All | +185.5% | +31.2% | +154.3% | +167.3% |
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