+201.0%
GDX vs DUOL
+2.7%
+198.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.7% | -3.7% |
| 7D | -5.4% | -8.6% | +3.2% | -4.9% |
| 30D | +6.6% | +7.2% | -0.6% | +6.0% |
| 3M | +30.1% | +19.1% | +11.0% | +28.2% |
| 6M | -7.1% | +52.5% | -59.6% | -10.2% |
| YTD | +12.0% | -17.3% | +29.2% | +12.8% |
| 1Y | +41.2% | -49.2% | +90.4% | +46.8% |
| 3Y | +251.0% | -7.3% | +258.2% | +236.1% |
| 5Y | +226.7% | -16.3% | +243.0% | +191.9% |
| All | +201.0% | +2.7% | +198.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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