+224.1%
GDX vs DGX
+66.8%
+157.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | +6.8% | -1.2% | +7.9% | +7.1% |
| 3M | +24.9% | +15.8% | +9.2% | +20.9% |
| 6M | -4.2% | +18.2% | -22.4% | -7.9% |
| YTD | +13.2% | +37.2% | -24.0% | +4.6% |
| 1Y | +40.2% | +30.4% | +9.8% | +31.1% |
| 3Y | +249.6% | +96.7% | +152.9% | +189.2% |
| All | +224.1% | +66.8% | +157.3% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling