+180.7%
GDX vs DOCN
+102.5%
+78.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.2% | +16.2% | +9.6% |
| 7D | +0.8% | -20.0% | +20.8% | +2.6% |
| 30D | -3.2% | -38.8% | +35.5% | +0.6% |
| 3M | +8.6% | -34.8% | +43.4% | +11.9% |
| 6M | -1.2% | -22.8% | +21.5% | -0.3% |
| YTD | -1.4% | +74.6% | -76.0% | -7.8% |
| 1Y | +24.8% | +116.4% | -91.6% | +14.4% |
| 3Y | +197.3% | +239.3% | -42.0% | +157.7% |
| 5Y | +185.5% | -20.2% | +205.8% | +157.1% |
| All | +180.7% | +102.5% | +78.2% | +150.4% |
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