+326.3%
GDX vs DIS
+32.4%
+293.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | -6.8% | +1.9% | -8.7% | -7.1% |
| 30D | -2.1% | +9.2% | -11.3% | -3.6% |
| 3M | -7.5% | +13.5% | -21.0% | -9.6% |
| 6M | -15.2% | +14.3% | -29.4% | -17.2% |
| YTD | -4.8% | +5.4% | -10.2% | -6.1% |
| 1Y | +6.7% | +12.2% | -5.4% | +4.3% |
| 3Y | +212.7% | +37.2% | +175.5% | +190.7% |
| 5Y | +151.7% | -23.1% | +174.8% | +148.7% |
| All | +326.3% | +32.4% | +293.9% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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