+181.8%
GDX vs DT
-43.4%
+225.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | +13.6% | -24.7% | +38.3% | +17.0% |
| 30D | +2.5% | -27.4% | +29.9% | +6.0% |
| 3M | +4.4% | -11.1% | +15.5% | +5.5% |
| 6M | -5.2% | +13.7% | -18.9% | -6.9% |
| YTD | +2.1% | +0.2% | +1.9% | +1.5% |
| 1Y | +24.7% | -5.7% | +30.4% | +24.8% |
| 3Y | +211.3% | -8.1% | +219.4% | +207.9% |
| All | +181.8% | -43.4% | +225.2% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling