+263.6%
GDX vs DRI
+60.6%
+203.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +18.6% | +3.8% | +14.8% | +18.3% |
| 3M | +14.9% | +13.0% | +1.9% | +13.8% |
| 6M | -6.3% | +8.3% | -14.6% | -6.9% |
| YTD | +15.7% | +20.6% | -4.9% | +13.4% |
| 1Y | +54.8% | +6.5% | +48.4% | +53.8% |
| All | +263.6% | +60.6% | +203.0% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling