+224.1%
GDX vs DTE
+30.3%
+193.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -2.2% | -2.6% | +0.4% | -0.9% |
| 30D | +6.8% | -4.4% | +11.1% | +9.0% |
| 3M | +24.9% | -8.3% | +33.3% | +29.9% |
| 6M | -4.2% | -8.1% | +3.9% | -0.8% |
| YTD | +13.2% | +4.4% | +8.8% | +9.4% |
| 1Y | +40.2% | +0.2% | +40.0% | +38.6% |
| 3Y | +249.6% | +42.6% | +207.0% | +182.4% |
| All | +224.1% | +30.3% | +193.8% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling