+24.8%
GDX vs DFNS
-99.6%
+124.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -18.3% | +27.3% | +9.2% |
| 7D | +0.8% | -27.7% | +28.4% | +1.1% |
| 30D | -3.2% | -58.0% | +54.7% | -2.3% |
| 3M | +8.6% | -94.0% | +102.5% | +11.8% |
| 6M | -1.2% | -94.6% | +93.3% | +4.0% |
| YTD | -1.4% | -99.4% | +98.1% | +10.6% |
| 1Y | +24.8% | -99.6% | +124.4% | +43.3% |
| All | +24.8% | -99.6% | +124.4% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling