+228.9%
GDX vs DT
-11.2%
+240.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +13.6% | -24.7% | +38.3% | +15.4% |
| 30D | +2.5% | -27.4% | +29.9% | +4.4% |
| 3M | +4.4% | -11.1% | +15.5% | +5.3% |
| 6M | -5.2% | +13.7% | -18.9% | -5.1% |
| YTD | +2.1% | +0.2% | +1.9% | +3.0% |
| 1Y | +24.7% | -5.7% | +30.4% | +26.2% |
| All | +228.9% | -11.2% | +240.1% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling