+97.8%
GDX vs DG
+632.1%
-534.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.7% | -3.0% | +3.7% | +1.0% |
| 30D | -3.8% | +8.6% | -12.4% | -4.6% |
| 3M | -5.4% | +15.0% | -20.5% | -6.9% |
| 6M | -12.7% | +32.7% | -45.4% | -15.5% |
| YTD | -0.7% | +5.5% | -6.2% | -1.5% |
| 1Y | +11.9% | +34.6% | -22.7% | +8.3% |
| 3Y | +223.9% | +24.2% | +199.7% | +211.6% |
| 5Y | +163.2% | -32.3% | +195.4% | +164.9% |
| 10Y | +349.2% | +111.1% | +238.1% | +328.4% |
| All | +97.8% | +632.1% | -534.3% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling