+158.4%
GDX vs DUK
+573.3%
-414.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -6.8% | +1.9% | -8.7% | -7.5% |
| 30D | -2.1% | +8.9% | -11.0% | -5.6% |
| 3M | -7.5% | +5.6% | -13.1% | -9.7% |
| 6M | -15.2% | +7.0% | -22.1% | -18.0% |
| YTD | -4.8% | +14.0% | -18.9% | -10.6% |
| 1Y | +6.7% | +9.1% | -2.4% | +2.1% |
| 3Y | +212.7% | +67.6% | +145.2% | +149.0% |
| 5Y | +151.7% | +56.6% | +95.1% | +105.2% |
| 10Y | +330.3% | +159.8% | +170.5% | +171.8% |
| All | +158.4% | +573.3% | -414.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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