+291.6%
GDX vs DKS
+199.2%
+92.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.4% | -4.7% | -0.6% | -5.1% |
| 30D | +6.6% | -35.1% | +41.6% | +9.0% |
| 3M | +30.1% | -37.7% | +67.8% | +33.4% |
| 6M | -7.1% | -30.7% | +23.6% | -5.3% |
| YTD | +12.0% | -31.9% | +43.9% | +14.2% |
| 1Y | +41.2% | -40.0% | +81.2% | +44.9% |
| 3Y | +251.0% | +28.4% | +222.6% | +243.0% |
| 5Y | +226.7% | +12.4% | +214.3% | +217.0% |
| All | +291.6% | +199.2% | +92.4% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling