+130.4%
GDX vs DG
+606.1%
-475.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -0.4% | +8.4% | -8.8% | -1.2% |
| 30D | +18.6% | +4.9% | +13.7% | +18.0% |
| 3M | +14.9% | +29.3% | -14.5% | +11.7% |
| 6M | -6.3% | -11.3% | +5.0% | -5.4% |
| YTD | +15.7% | +1.8% | +14.0% | +15.3% |
| 1Y | +54.8% | +25.3% | +29.5% | +51.0% |
| 3Y | +253.4% | +9.1% | +244.4% | +244.0% |
| 5Y | +219.7% | -34.9% | +254.5% | +223.3% |
| 10Y | +300.2% | +108.2% | +192.1% | +283.0% |
| All | +130.4% | +606.1% | -475.7% | +71.0% |
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