+230.0%
GDX vs DG
-37.9%
+267.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.4% |
| 7D | +4.0% | -2.5% | +6.4% | +4.2% |
| 30D | +9.5% | +1.0% | +8.5% | +9.3% |
| 3M | +25.1% | +20.3% | +4.8% | +21.8% |
| 6M | -2.9% | -11.7% | +8.8% | -1.7% |
| YTD | +14.7% | -2.3% | +17.1% | +14.9% |
| 1Y | +47.4% | +20.0% | +27.4% | +44.0% |
| 3Y | +259.7% | +7.2% | +252.4% | +248.7% |
| All | +230.0% | -37.9% | +267.9% | +238.6% |
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