+326.3%
GDX vs DKS
+226.4%
+99.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.4% |
| 7D | -6.8% | +6.3% | -13.1% | -7.2% |
| 30D | -2.1% | +9.3% | -11.4% | -2.7% |
| 3M | -7.5% | -25.3% | +17.8% | -6.3% |
| 6M | -15.2% | -29.2% | +14.0% | -13.8% |
| YTD | -4.8% | -22.7% | +17.9% | -3.8% |
| 1Y | +6.7% | -30.1% | +36.8% | +8.5% |
| 3Y | +212.7% | +45.6% | +167.1% | +202.7% |
| 5Y | +151.7% | +28.5% | +123.2% | +141.8% |
| All | +326.3% | +226.4% | +99.8% | +256.1% |
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