+291.6%
GDX vs DRI
+348.7%
-57.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -5.4% | -4.8% | -0.6% | -4.9% |
| 30D | +6.6% | -5.2% | +11.8% | +7.1% |
| 3M | +30.1% | +2.7% | +27.4% | +29.7% |
| 6M | -7.1% | +3.6% | -10.7% | -7.6% |
| YTD | +12.0% | +15.4% | -3.5% | +10.0% |
| 1Y | +41.2% | +1.3% | +40.0% | +40.5% |
| 3Y | +251.0% | +53.1% | +197.9% | +231.6% |
| 5Y | +226.7% | +64.6% | +162.2% | +204.4% |
| All | +291.6% | +348.7% | -57.1% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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