+40.2%
GDX vs DLTR
+19.1%
+21.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -10.1% | +7.9% | -1.1% |
| 30D | +6.8% | -8.1% | +14.9% | +7.6% |
| 3M | +24.9% | +2.9% | +22.1% | +23.8% |
| 6M | -4.2% | +4.3% | -8.5% | -5.7% |
| YTD | +13.2% | -3.9% | +17.1% | +10.5% |
| 1Y | +40.2% | +18.9% | +21.3% | +34.6% |
| All | +40.2% | +19.1% | +21.1% | +34.6% |
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