+259.7%
GDX vs DT
+3.8%
+255.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | +4.0% | -4.9% | +8.8% | +4.2% |
| 30D | +9.5% | +2.7% | +6.8% | +9.3% |
| 3M | +25.1% | +20.0% | +5.1% | +24.0% |
| 6M | -2.9% | +28.0% | -31.0% | -3.5% |
| YTD | +14.7% | +16.0% | -1.3% | +14.4% |
| 1Y | +47.4% | +0.7% | +46.7% | +48.0% |
| 3Y | +259.7% | +6.2% | +253.5% | +260.3% |
| All | +259.7% | +3.8% | +255.9% | +260.3% |
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