+258.1%
GDX vs DLTR
+1.6%
+256.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.6% | +1.5% |
| 7D | +1.9% | -10.2% | +12.1% | +2.9% |
| 30D | +9.9% | -8.5% | +18.4% | +10.8% |
| 3M | +28.2% | +5.6% | +22.6% | +27.1% |
| 6M | -2.9% | +2.2% | -5.1% | -3.7% |
| YTD | +16.0% | -3.8% | +19.7% | +15.2% |
| 1Y | +49.9% | +22.9% | +26.9% | +45.7% |
| All | +258.1% | +1.6% | +256.5% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling