+214.2%
GDX vs DLTR
+1,408.8%
-1,194.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | +18.6% | +2.1% | +16.6% | +18.4% |
| 3M | +14.9% | +20.3% | -5.4% | +13.0% |
| 6M | -6.3% | +11.5% | -17.8% | -7.4% |
| YTD | +15.7% | +6.8% | +8.9% | +14.6% |
| 1Y | +54.8% | +31.1% | +23.7% | +50.7% |
| 3Y | +253.4% | +10.7% | +242.8% | +244.3% |
| 5Y | +219.7% | +41.6% | +178.1% | +204.3% |
| 10Y | +300.2% | +58.1% | +242.1% | +272.2% |
| All | +214.2% | +1,408.8% | -1,194.7% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling