+89.5%
GDX vs DG
+614.5%
-525.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +3.2% | -5.3% | -2.5% |
| 3M | -7.5% | +10.4% | -17.9% | -8.5% |
| 6M | -15.2% | +33.2% | -48.3% | -17.9% |
| YTD | -4.8% | +3.0% | -7.8% | -5.4% |
| 1Y | +6.7% | +31.2% | -24.5% | +3.6% |
| 3Y | +212.7% | +21.8% | +190.9% | +201.5% |
| 5Y | +151.7% | -35.0% | +186.6% | +154.3% |
| 10Y | +330.3% | +106.0% | +224.3% | +311.5% |
| All | +89.5% | +614.5% | -525.0% | +40.3% |
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