+233.6%
GDX vs DLTR
+27.2%
+206.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.2% |
| 6M | -2.9% | +2.2% | -5.1% | -3.6% |
| YTD | +16.0% | -3.8% | +19.7% | +15.5% |
| 1Y | +49.9% | +22.9% | +26.9% | +45.8% |
| 3Y | +263.6% | +2.0% | +261.5% | +255.0% |
| 5Y | +233.6% | +29.8% | +203.8% | +247.5% |
| All | +233.6% | +27.2% | +206.4% | +247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling