+326.3%
GDX vs DLR
+188.2%
+138.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -6.8% | +3.3% | -10.1% | -7.6% |
| 30D | -2.1% | +4.6% | -6.7% | -3.2% |
| 3M | -7.5% | -8.3% | +0.8% | -5.7% |
| 6M | -15.2% | -5.6% | -9.5% | -14.1% |
| YTD | -4.8% | +18.7% | -23.5% | -8.2% |
| 1Y | +6.7% | +17.1% | -10.4% | +3.2% |
| 3Y | +212.7% | +54.4% | +158.4% | +183.6% |
| 5Y | +151.7% | +36.5% | +115.2% | +127.3% |
| All | +326.3% | +188.2% | +138.1% | +190.1% |
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