+54.8%
GDX vs DKS
-32.3%
+87.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | +18.6% | -30.5% | +49.2% | +26.0% |
| 3M | +14.9% | -35.7% | +50.6% | +24.9% |
| 6M | -6.3% | -29.7% | +23.4% | -0.4% |
| YTD | +15.7% | -28.9% | +44.6% | +22.1% |
| 1Y | +54.8% | -35.9% | +90.7% | +66.7% |
| All | +54.8% | -32.3% | +87.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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