+258.1%
GDX vs DG
+4.6%
+253.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +1.9% | -4.8% | +6.7% | +2.5% |
| 30D | +9.9% | +1.8% | +8.2% | +9.6% |
| 3M | +28.2% | +14.5% | +13.7% | +25.3% |
| 6M | -2.9% | -13.6% | +10.7% | -1.2% |
| YTD | +16.0% | -4.8% | +20.8% | +16.7% |
| 1Y | +49.9% | +21.6% | +28.3% | +46.1% |
| All | +258.1% | +4.6% | +253.5% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling