+214.2%
GDX vs DIA
+652.9%
-438.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | +18.6% | -1.5% | +20.1% | +19.7% |
| 3M | +14.9% | +3.8% | +11.1% | +12.9% |
| 6M | -6.3% | +10.3% | -16.5% | -10.5% |
| YTD | +15.7% | +12.1% | +3.6% | +9.6% |
| 1Y | +54.8% | +18.6% | +36.2% | +42.4% |
| 3Y | +253.4% | +60.6% | +192.8% | +175.7% |
| 5Y | +219.7% | +64.4% | +155.2% | +145.5% |
| 10Y | +300.2% | +250.1% | +50.1% | +88.3% |
| All | +214.2% | +652.9% | -438.7% | -34.1% |
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