+258.1%
GDX vs DHR
-4.8%
+263.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | +9.9% | -2.2% | +12.1% | +10.4% |
| 3M | +28.2% | +9.0% | +19.2% | +26.2% |
| 6M | -2.9% | +3.5% | -6.4% | -3.7% |
| YTD | +16.0% | -10.1% | +26.1% | +17.5% |
| 1Y | +49.9% | +6.2% | +43.7% | +47.2% |
| All | +258.1% | -4.8% | +263.0% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling