+319.2%
GDX vs DLR
+179.9%
+139.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.5% |
| 7D | +11.5% | +0.3% | +11.1% | +11.3% |
| 30D | -3.1% | +1.2% | -4.3% | -3.4% |
| 3M | -4.4% | -4.8% | +0.4% | -3.3% |
| 6M | -8.6% | -6.1% | -2.4% | -7.3% |
| YTD | +0.8% | +19.3% | -18.5% | -2.9% |
| 1Y | +14.7% | +10.0% | +4.7% | +12.3% |
| 3Y | +228.8% | +53.8% | +175.0% | +198.2% |
| 5Y | +173.4% | +39.1% | +134.2% | +146.3% |
| 10Y | +319.2% | +188.1% | +131.1% | +177.0% |
| All | +319.2% | +179.9% | +139.4% | +177.0% |
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