+54.8%
GDX vs DG
+23.4%
+31.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -0.4% | +8.4% | -8.8% | -1.6% |
| 30D | +18.6% | +4.9% | +13.7% | +17.7% |
| 3M | +14.9% | +29.3% | -14.5% | +8.7% |
| 6M | -6.3% | -11.3% | +5.0% | -2.6% |
| YTD | +15.7% | +1.8% | +14.0% | +18.0% |
| 1Y | +54.8% | +25.3% | +29.5% | +52.1% |
| All | +54.8% | +23.4% | +31.4% | +52.1% |
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