+296.0%
GDX vs DLTR
+45.3%
+250.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -10.1% | +7.9% | -1.2% |
| 30D | +6.8% | -8.1% | +14.9% | +7.5% |
| 3M | +24.9% | +2.9% | +22.1% | +24.3% |
| 6M | -4.2% | +4.3% | -8.5% | -5.0% |
| YTD | +13.2% | -3.9% | +17.1% | +12.9% |
| 1Y | +40.2% | +18.9% | +21.3% | +36.9% |
| 3Y | +249.6% | +1.9% | +247.7% | +241.5% |
| 5Y | +230.4% | +31.0% | +199.4% | +214.2% |
| All | +296.0% | +45.3% | +250.7% | +290.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling