+110.7%
GDX vs DFNS
-100.0%
+210.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.2% |
| 7D | -6.8% | -6.0% | -0.8% | -6.8% |
| 30D | -2.1% | -71.2% | +69.1% | -2.1% |
| 3M | -7.5% | -94.5% | +87.0% | -7.6% |
| 6M | -15.2% | -96.5% | +81.4% | -15.2% |
| YTD | -4.8% | -99.6% | +94.8% | -5.2% |
| 1Y | +6.7% | -99.7% | +106.4% | +6.3% |
| 3Y | +212.7% | -100.0% | +312.7% | +188.9% |
| 5Y | +151.7% | -100.0% | +251.6% | +145.5% |
| All | +110.7% | -100.0% | +210.6% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling