+24.8%
GDX vs DLTR
+45.2%
-20.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.6% | -0.6% | +7.5% |
| 7D | +0.8% | +15.6% | -14.8% | -1.2% |
| 30D | -3.2% | +29.9% | -33.1% | -6.7% |
| 3M | +8.6% | +12.5% | -3.9% | +6.7% |
| 6M | -1.2% | +56.3% | -57.5% | -9.9% |
| YTD | -1.4% | +19.5% | -20.9% | -6.7% |
| 1Y | +24.8% | +44.0% | -19.2% | +11.9% |
| All | +24.8% | +45.2% | -20.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling