+166.9%
GDX vs DOCS
-19.4%
+186.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +1.7% |
| 7D | +5.4% | -1.3% | +6.8% | +5.5% |
| 30D | -2.8% | +19.4% | -22.2% | -3.9% |
| 3M | +2.5% | +53.4% | -50.9% | -0.6% |
| 6M | -0.1% | +28.8% | -28.8% | -2.4% |
| YTD | 0.0% | -25.1% | +25.0% | +0.8% |
| 1Y | +22.2% | -48.1% | +70.4% | +26.0% |
| 3Y | +201.4% | +51.4% | +150.0% | +179.1% |
| 5Y | +180.6% | -51.1% | +231.7% | +166.9% |
| All | +166.9% | -19.4% | +186.3% | +148.6% |
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