+203.5%
GDX vs DOCN
+88.7%
+114.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +3.7% |
| 7D | +15.6% | -12.8% | +28.3% | +16.6% |
| 30D | +2.4% | -41.9% | +44.4% | +6.9% |
| 3M | +1.7% | -36.9% | +38.7% | +5.0% |
| 6M | -3.3% | -52.2% | +48.9% | +1.6% |
| YTD | +6.6% | +62.7% | -56.1% | +0.1% |
| 1Y | +27.0% | +58.2% | -31.3% | +19.4% |
| 3Y | +243.4% | +219.5% | +23.9% | +198.8% |
| 5Y | +194.2% | -32.9% | +227.1% | +166.7% |
| All | +203.5% | +88.7% | +114.8% | +171.9% |
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