+170.9%
GDX vs DOCN
+108.0%
+62.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.1% |
| 7D | -6.8% | +19.1% | -25.9% | -8.2% |
| 30D | -2.1% | -21.0% | +18.9% | -0.5% |
| 3M | -7.5% | -34.7% | +27.2% | -4.8% |
| 6M | -15.2% | -45.8% | +30.6% | -11.8% |
| YTD | -4.8% | +79.4% | -84.2% | -11.4% |
| 1Y | +6.7% | +91.0% | -84.3% | -1.3% |
| 3Y | +212.7% | +237.5% | -24.7% | +170.6% |
| 5Y | +151.7% | -30.4% | +182.1% | +126.5% |
| All | +170.9% | +108.0% | +62.9% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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