+214.2%
GDX vs DOC
+159.0%
+55.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -0.4% | -1.5% | +1.1% | 0.0% |
| 30D | +18.6% | -4.8% | +23.4% | +20.0% |
| 3M | +14.9% | +6.9% | +8.0% | +12.9% |
| 6M | -6.3% | +20.7% | -27.0% | -10.5% |
| YTD | +15.7% | +34.1% | -18.4% | +7.8% |
| 1Y | +54.8% | +22.6% | +32.2% | +46.9% |
| 3Y | +253.4% | +20.8% | +232.6% | +234.1% |
| 5Y | +219.7% | -24.9% | +244.5% | +232.5% |
| 10Y | +300.2% | -1.8% | +302.0% | +276.1% |
| All | +214.2% | +159.0% | +55.2% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling