+315.3%
GDX vs DIA
+246.0%
+69.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.9% | -1.2% | +3.1% | +2.4% |
| 30D | +9.9% | -2.7% | +12.6% | +11.2% |
| 3M | +28.2% | +3.3% | +24.9% | +26.8% |
| 6M | -2.9% | +10.4% | -13.3% | -6.2% |
| YTD | +16.0% | +10.0% | +6.0% | +12.3% |
| 1Y | +49.9% | +16.2% | +33.7% | +42.4% |
| 3Y | +263.6% | +58.7% | +204.8% | +209.2% |
| 5Y | +233.6% | +63.6% | +170.0% | +179.6% |
| 10Y | +315.3% | +251.0% | +64.3% | +202.8% |
| All | +315.3% | +246.0% | +69.4% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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