+292.7%
GDX vs DOC
+14.9%
+277.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +5.4% | +6.2% | -0.8% | +4.0% |
| 30D | -2.8% | +6.5% | -9.3% | -4.2% |
| 3M | +2.5% | -6.2% | +8.7% | +3.9% |
| 6M | -0.1% | +25.6% | -25.7% | -5.5% |
| YTD | 0.0% | +32.1% | -32.1% | -6.5% |
| 1Y | +22.2% | +20.3% | +1.9% | +16.6% |
| 3Y | +201.4% | +42.7% | +158.7% | +176.5% |
| 5Y | +180.6% | -22.2% | +202.8% | +182.2% |
| All | +292.7% | +14.9% | +277.8% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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