+173.8%
GDX vs DIA
+637.3%
-463.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +11.5% | +0.9% | +10.6% | +11.0% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | -4.4% | -2.9% | -1.5% | -2.6% |
| 6M | -8.6% | +5.9% | -14.5% | -10.9% |
| YTD | +0.8% | +9.8% | -8.9% | -3.2% |
| 1Y | +14.7% | +11.7% | +2.9% | +9.1% |
| 3Y | +228.8% | +59.5% | +169.2% | +158.0% |
| 5Y | +173.4% | +57.5% | +115.8% | +115.3% |
| 10Y | +319.2% | +235.9% | +83.3% | +102.6% |
| All | +173.8% | +637.3% | -463.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling