+227.7%
GDX vs DFNS
-99.9%
+327.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +4.0% | +0.8% | +3.2% | +4.0% |
| 30D | +9.5% | -73.2% | +82.7% | +9.4% |
| 3M | +25.1% | -72.4% | +97.5% | +25.2% |
| 6M | -2.9% | -95.2% | +92.3% | -3.1% |
| YTD | +14.7% | -98.0% | +112.7% | +14.3% |
| 1Y | +47.4% | -98.3% | +145.7% | +47.0% |
| 3Y | +259.7% | -99.9% | +359.6% | +234.5% |
| 5Y | +227.7% | -99.9% | +327.5% | +228.8% |
| All | +227.7% | -99.9% | +327.5% | +228.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling