+291.6%
GDX vs DHR
+210.0%
+81.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.1% |
| 7D | -5.4% | -5.0% | -0.4% | -4.5% |
| 30D | +6.6% | -3.3% | +9.9% | +7.3% |
| 3M | +30.1% | +9.4% | +20.7% | +27.7% |
| 6M | -7.1% | +3.2% | -10.3% | -7.9% |
| YTD | +12.0% | -12.0% | +24.0% | +14.1% |
| 1Y | +41.2% | +4.9% | +36.3% | +38.9% |
| 3Y | +251.0% | -7.4% | +258.3% | +249.7% |
| 5Y | +226.7% | -29.8% | +256.5% | +235.1% |
| All | +291.6% | +210.0% | +81.6% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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