+315.3%
GDX vs DLR
+168.0%
+147.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.2% |
| 30D | +9.9% | -1.2% | +11.1% | +10.2% |
| 3M | +28.2% | +2.9% | +25.3% | +27.1% |
| 6M | -2.9% | +6.7% | -9.6% | -4.3% |
| YTD | +16.0% | +23.9% | -7.9% | +10.5% |
| 1Y | +49.9% | +18.6% | +31.2% | +44.1% |
| 3Y | +263.6% | +59.7% | +203.9% | +225.2% |
| 5Y | +233.6% | +42.1% | +191.5% | +197.6% |
| 10Y | +315.3% | +176.7% | +138.6% | +188.0% |
| All | +315.3% | +168.0% | +147.3% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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