+211.3%
GDX vs DOCN
+189.9%
+21.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.9% |
| 7D | +13.6% | -19.2% | +32.8% | +15.6% |
| 30D | +2.5% | -43.1% | +45.6% | +7.7% |
| 3M | +4.4% | -40.7% | +45.1% | +8.8% |
| 6M | -5.2% | -55.0% | +49.7% | +0.6% |
| YTD | +2.1% | +50.6% | -48.5% | -4.1% |
| 1Y | +24.7% | +54.0% | -29.3% | +16.7% |
| 3Y | +211.3% | +203.9% | +7.4% | +159.1% |
| All | +211.3% | +189.9% | +21.4% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling