+172.6%
GDX vs DOCS
-21.0%
+193.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.3% |
| 7D | +13.6% | -0.8% | +14.4% | +13.7% |
| 30D | +2.5% | +17.4% | -14.9% | +1.5% |
| 3M | +4.4% | +57.4% | -53.0% | +1.1% |
| 6M | -5.2% | +26.5% | -31.8% | -7.3% |
| YTD | +2.1% | -26.6% | +28.7% | +3.1% |
| 1Y | +24.7% | -48.1% | +72.7% | +28.5% |
| 3Y | +211.3% | +52.6% | +158.7% | +188.0% |
| 5Y | +186.7% | -52.1% | +238.8% | +173.0% |
| All | +172.6% | -21.0% | +193.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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