+258.1%
GDX vs DKS
+27.5%
+230.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.0% |
| 7D | +1.9% | -2.9% | +4.8% | +2.2% |
| 30D | +9.9% | -37.7% | +47.6% | +15.0% |
| 3M | +28.2% | -38.9% | +67.1% | +34.4% |
| 6M | -2.9% | -31.1% | +28.2% | +0.6% |
| YTD | +16.0% | -31.8% | +47.8% | +20.2% |
| 1Y | +49.9% | -38.0% | +87.9% | +56.3% |
| All | +258.1% | +27.5% | +230.6% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling