+286.7%
GDX vs DT
+103.5%
+183.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.4% | -3.3% | +2.9% | 0.0% |
| 30D | +18.6% | +2.0% | +16.6% | +18.2% |
| 3M | +14.9% | +20.0% | -5.1% | +12.1% |
| 6M | -6.3% | +39.3% | -45.5% | -10.6% |
| YTD | +15.7% | +19.8% | -4.0% | +12.3% |
| 1Y | +54.8% | +4.3% | +50.6% | +52.7% |
| 3Y | +253.4% | +7.7% | +245.7% | +242.4% |
| 5Y | +219.7% | -26.8% | +246.5% | +215.4% |
| All | +286.7% | +103.5% | +183.2% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling