+296.0%
GDX vs DTE
+137.8%
+158.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -2.2% | -2.6% | +0.4% | -1.2% |
| 30D | +6.8% | -4.4% | +11.1% | +8.5% |
| 3M | +24.9% | -8.3% | +33.3% | +28.8% |
| 6M | -4.2% | -8.1% | +3.9% | -1.5% |
| YTD | +13.2% | +4.4% | +8.8% | +10.7% |
| 1Y | +40.2% | +0.2% | +40.0% | +39.3% |
| 3Y | +249.6% | +42.6% | +207.0% | +203.0% |
| 5Y | +230.4% | +31.5% | +198.9% | +194.5% |
| All | +296.0% | +137.8% | +158.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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