+289.0%
GDX vs DPZ
+150.4%
+138.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +4.0% | -1.5% | +5.4% | +4.2% |
| 30D | +9.5% | -4.4% | +13.9% | +10.1% |
| 3M | +25.1% | +7.6% | +17.5% | +23.4% |
| 6M | -2.9% | -16.9% | +14.0% | -0.7% |
| YTD | +14.7% | -18.6% | +33.4% | +17.5% |
| 1Y | +47.4% | -26.7% | +74.1% | +53.4% |
| 3Y | +259.7% | -9.3% | +269.0% | +259.9% |
| 5Y | +227.7% | -31.0% | +258.7% | +235.2% |
| 10Y | +289.0% | +152.4% | +136.6% | +177.5% |
| All | +289.0% | +150.4% | +138.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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