+185.4%
GDX vs DFNS
-100.0%
+285.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.2% | +14.4% | +2.2% |
| 7D | +13.6% | -44.0% | +57.6% | +13.6% |
| 30D | +2.5% | -69.1% | +71.6% | +2.5% |
| 3M | +4.4% | -95.6% | +100.0% | +4.3% |
| 6M | -5.2% | -96.2% | +90.9% | -5.2% |
| YTD | +2.1% | -99.6% | +101.7% | +1.8% |
| 1Y | +24.7% | -99.7% | +124.4% | +24.1% |
| 3Y | +211.3% | -100.0% | +311.3% | +187.9% |
| All | +185.4% | -100.0% | +285.3% | +184.4% |
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