+24.8%
GDX vs DG
+45.3%
-20.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.5% | +0.5% | +7.4% |
| 7D | +0.8% | +12.3% | -11.5% | -1.2% |
| 30D | -3.2% | +19.3% | -22.5% | -6.4% |
| 3M | +8.6% | +11.9% | -3.3% | +6.1% |
| 6M | -1.2% | +25.0% | -26.2% | -6.6% |
| YTD | -1.4% | +8.7% | -10.1% | -0.3% |
| 1Y | +24.8% | +44.7% | -19.9% | +20.0% |
| All | +24.8% | +45.3% | -20.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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