+6.7%
GDX vs DIS
+10.8%
-4.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | -6.8% | +1.9% | -8.7% | -7.5% |
| 30D | -2.1% | +9.2% | -11.3% | -5.5% |
| 3M | -7.5% | +13.5% | -21.0% | -12.3% |
| 6M | -15.2% | +14.3% | -29.4% | -19.9% |
| YTD | -4.8% | +5.4% | -10.2% | -11.5% |
| 1Y | +6.7% | +12.2% | -5.4% | -1.2% |
| All | +6.7% | +10.8% | -4.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling