+180.6%
GDX vs DOCN
-34.6%
+215.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.9% | +17.2% | +2.8% |
| 7D | +5.4% | -29.3% | +34.7% | +8.6% |
| 30D | -2.8% | -46.0% | +43.2% | +2.4% |
| 3M | +2.5% | -43.2% | +45.7% | +7.0% |
| 6M | -0.1% | -53.7% | +53.7% | +5.7% |
| YTD | 0.0% | +46.9% | -46.9% | -5.9% |
| 1Y | +22.2% | +54.3% | -32.1% | +14.4% |
| 3Y | +201.4% | +185.5% | +15.9% | +160.6% |
| 5Y | +180.6% | -31.1% | +211.7% | +155.7% |
| All | +180.6% | -34.6% | +215.2% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling