+214.8%
GDX vs DGX
+477.9%
-263.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +9.9% | -0.9% | +10.8% | +10.2% |
| 3M | +28.2% | +15.6% | +12.6% | +23.8% |
| 6M | -2.9% | +17.8% | -20.7% | -6.9% |
| YTD | +16.0% | +37.5% | -21.5% | +7.0% |
| 1Y | +49.9% | +31.2% | +18.7% | +39.7% |
| 3Y | +263.6% | +96.6% | +167.0% | +205.3% |
| 5Y | +233.6% | +64.9% | +168.7% | +189.3% |
| 10Y | +315.3% | +254.6% | +60.7% | +185.8% |
| All | +214.8% | +477.9% | -263.0% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling