+296.0%
GDX vs DGX
+255.3%
+40.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | +6.8% | -1.2% | +7.9% | +7.0% |
| 3M | +24.9% | +15.8% | +9.2% | +21.8% |
| 6M | -4.2% | +18.2% | -22.4% | -7.1% |
| YTD | +13.2% | +37.2% | -24.0% | +6.8% |
| 1Y | +40.2% | +30.4% | +9.8% | +33.3% |
| 3Y | +249.6% | +96.7% | +152.9% | +207.6% |
| 5Y | +230.4% | +67.2% | +163.2% | +196.2% |
| All | +296.0% | +255.3% | +40.6% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling