+189.5%
GDX vs DLR
+1,495.5%
-1,306.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +3.6% |
| 7D | +15.6% | +2.4% | +13.2% | +14.9% |
| 30D | +2.4% | +0.7% | +1.7% | +2.3% |
| 3M | +1.7% | -6.4% | +8.2% | +3.4% |
| 6M | -3.3% | -6.5% | +3.2% | -1.8% |
| YTD | +6.6% | +18.8% | -12.2% | +2.3% |
| 1Y | +27.0% | +9.0% | +17.9% | +24.3% |
| 3Y | +243.4% | +54.5% | +188.9% | +206.5% |
| 5Y | +194.2% | +35.8% | +158.4% | +166.1% |
| 10Y | +310.1% | +177.5% | +132.7% | +199.2% |
| All | +189.5% | +1,495.5% | -1,306.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling