+47.4%
GDX vs DFNS
-98.3%
+145.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | +9.5% | -73.2% | +82.7% | +11.4% |
| 3M | +25.1% | -72.4% | +97.5% | +29.9% |
| 6M | -2.9% | -95.2% | +92.3% | +12.5% |
| YTD | +14.7% | -98.0% | +112.7% | +39.5% |
| 1Y | +47.4% | -98.3% | +145.7% | +87.6% |
| All | +47.4% | -98.3% | +145.7% | +87.6% |
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