+136.0%
GDX vs DFNS
-100.0%
+236.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.4% |
| 7D | +15.6% | -42.8% | +58.4% | +15.5% |
| 30D | +2.4% | -67.6% | +70.0% | +2.4% |
| 3M | +1.7% | -94.9% | +96.6% | +1.7% |
| 6M | -3.3% | -96.7% | +93.4% | -3.3% |
| YTD | +6.6% | -99.6% | +106.2% | +6.2% |
| 1Y | +27.0% | -99.7% | +126.7% | +26.4% |
| 3Y | +243.4% | -100.0% | +343.3% | +216.9% |
| 5Y | +194.2% | -100.0% | +294.2% | +187.1% |
| All | +136.0% | -100.0% | +236.0% | +147.9% |
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