+227.7%
GDX vs DLR
+35.6%
+192.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | +4.0% | +3.4% | +0.6% | +2.8% |
| 30D | +9.5% | -2.2% | +11.7% | +10.3% |
| 3M | +25.1% | +4.7% | +20.4% | +22.7% |
| 6M | -2.9% | +9.0% | -11.9% | -5.6% |
| YTD | +14.7% | +24.1% | -9.4% | +6.8% |
| 1Y | +47.4% | +20.9% | +26.5% | +38.1% |
| 3Y | +259.7% | +60.0% | +199.7% | +200.6% |
| 5Y | +227.7% | +35.3% | +192.4% | +176.9% |
| All | +227.7% | +35.6% | +192.0% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling