+156.1%
GDX vs DFNS
-99.9%
+256.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -0.4% | -16.0% | +15.6% | -0.4% |
| 30D | +18.6% | -77.7% | +96.3% | +18.6% |
| 3M | +14.9% | -77.2% | +92.1% | +14.9% |
| 6M | -6.3% | -95.2% | +88.9% | -6.4% |
| YTD | +15.7% | -98.0% | +113.7% | +15.3% |
| 1Y | +54.8% | -98.3% | +153.1% | +54.4% |
| 3Y | +253.4% | -99.9% | +353.3% | +227.1% |
| 5Y | +219.7% | -99.9% | +319.5% | +212.9% |
| All | +156.1% | -99.9% | +256.0% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling