+263.6%
GDX vs DLR
+59.3%
+204.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | +1.6% | -2.0% | -0.9% |
| 30D | +18.6% | -3.4% | +22.0% | +20.0% |
| 3M | +14.9% | +0.5% | +14.4% | +14.4% |
| 6M | -6.3% | +4.6% | -10.8% | -7.6% |
| YTD | +15.7% | +23.4% | -7.7% | +8.2% |
| 1Y | +54.8% | +19.0% | +35.8% | +46.2% |
| All | +263.6% | +59.3% | +204.3% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling