+229.4%
GDX vs DOCN
+171.0%
+58.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +18.6% | -9.6% | +28.3% | +19.4% |
| 3M | +14.9% | -37.7% | +52.6% | +18.6% |
| 6M | -6.3% | +115.2% | -121.5% | -13.4% |
| YTD | +15.7% | +133.7% | -118.0% | +5.9% |
| 1Y | +54.8% | +250.2% | -195.3% | +36.9% |
| 3Y | +253.4% | +320.3% | -66.9% | +200.9% |
| 5Y | +219.7% | +53.1% | +166.6% | +178.8% |
| All | +229.4% | +171.0% | +58.4% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling