+287.5%
GDX vs DT
+98.4%
+189.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.9% | +0.1% | +9.9% | +9.8% |
| 3M | +28.2% | +24.1% | +4.1% | +24.6% |
| 6M | -2.9% | +30.1% | -33.0% | -6.6% |
| YTD | +16.0% | +16.8% | -0.8% | +12.9% |
| 1Y | +49.9% | -0.1% | +50.0% | +48.6% |
| 3Y | +263.6% | +6.8% | +256.7% | +252.4% |
| 5Y | +233.6% | -28.4% | +261.9% | +230.0% |
| All | +287.5% | +98.4% | +189.1% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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