+326.3%
GDX vs DLTR
+76.3%
+250.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | -6.8% | +5.3% | -12.1% | -7.3% |
| 30D | -2.1% | +13.4% | -15.5% | -3.3% |
| 3M | -7.5% | +6.6% | -14.1% | -8.2% |
| 6M | -15.2% | +59.1% | -74.2% | -19.3% |
| YTD | -4.8% | +12.3% | -17.1% | -6.6% |
| 1Y | +6.7% | +33.9% | -27.1% | +3.1% |
| 3Y | +212.7% | +23.0% | +189.7% | +199.9% |
| 5Y | +151.7% | +22.1% | +129.5% | +140.3% |
| All | +326.3% | +76.3% | +250.0% | +302.1% |
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