+163.2%
GDX vs DG
-32.2%
+195.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | -3.8% | +8.6% | -12.4% | -4.8% |
| 3M | -5.4% | +15.0% | -20.5% | -7.3% |
| 6M | -12.7% | +32.7% | -45.4% | -16.2% |
| YTD | -0.7% | +5.5% | -6.2% | -1.6% |
| 1Y | +11.9% | +34.6% | -22.7% | +7.7% |
| 3Y | +223.9% | +24.2% | +199.7% | +209.2% |
| 5Y | +163.2% | -32.3% | +195.4% | +171.1% |
| All | +163.2% | -32.2% | +195.4% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling