+376.9%
GDX vs DOW
-15.9%
+392.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | -6.0% | +7.9% | +2.8% |
| 30D | +9.9% | -2.7% | +12.7% | +10.3% |
| 3M | +28.2% | -10.5% | +38.7% | +29.9% |
| 6M | -2.9% | -12.4% | +9.5% | -2.2% |
| YTD | +16.0% | +30.0% | -14.1% | +8.8% |
| 1Y | +49.9% | +27.8% | +22.1% | +40.3% |
| 3Y | +263.6% | -34.9% | +298.5% | +282.0% |
| 5Y | +233.6% | -35.9% | +269.5% | +247.4% |
| All | +376.9% | -15.9% | +392.8% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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