+41.2%
GDX vs DHR
+4.1%
+37.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 3M | +30.1% | +9.4% | +20.7% | +29.0% |
| 6M | -7.1% | +3.2% | -10.3% | -7.4% |
| YTD | +12.0% | -12.0% | +24.0% | +11.1% |
| 1Y | +41.2% | +4.9% | +36.3% | +42.2% |
| All | +41.2% | +4.1% | +37.1% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling