+177.3%
GDX vs DIS
+387.5%
-210.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +13.6% | +5.2% | +8.4% | +12.2% |
| 30D | +2.5% | +11.5% | -9.0% | -0.4% |
| 3M | +4.4% | +11.5% | -7.1% | +1.3% |
| 6M | -5.2% | +8.9% | -14.1% | -7.6% |
| YTD | +2.1% | +3.4% | -1.3% | +0.8% |
| 1Y | +24.7% | +7.2% | +17.5% | +21.9% |
| 3Y | +211.3% | +43.3% | +168.0% | +174.5% |
| 5Y | +186.7% | -31.4% | +218.1% | +202.0% |
| 10Y | +285.3% | +37.1% | +248.3% | +205.0% |
| All | +177.3% | +387.5% | -210.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling