+259.7%
GDX vs DOW
-35.3%
+295.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +4.0% | -2.9% | +6.9% | +4.2% |
| 30D | +9.5% | +2.0% | +7.5% | +9.2% |
| 3M | +25.1% | -12.5% | +37.6% | +26.6% |
| 6M | -2.9% | -9.2% | +6.3% | -3.4% |
| YTD | +14.7% | +30.8% | -16.0% | +7.7% |
| 1Y | +47.4% | +29.4% | +18.0% | +37.8% |
| 3Y | +259.7% | -34.6% | +294.2% | +315.9% |
| All | +259.7% | -35.3% | +295.0% | +315.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling