+291.6%
GDX vs DG
+99.2%
+192.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -5.4% | -6.3% | +0.9% | -4.7% |
| 30D | +6.6% | +2.4% | +4.1% | +6.2% |
| 3M | +30.1% | +12.4% | +17.7% | +27.8% |
| 6M | -7.1% | -14.9% | +7.8% | -5.6% |
| YTD | +12.0% | -6.1% | +18.0% | +12.5% |
| 1Y | +41.2% | +17.9% | +23.3% | +38.0% |
| 3Y | +251.0% | +3.1% | +247.8% | +242.0% |
| 5Y | +226.7% | -38.7% | +265.4% | +235.6% |
| All | +291.6% | +99.2% | +192.4% | +313.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling