+41.2%
GDX vs DUOL
-47.0%
+88.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.7% | -3.3% |
| 7D | -5.4% | -8.6% | +3.2% | -5.6% |
| 30D | +6.6% | +7.2% | -0.6% | +6.9% |
| 3M | +30.1% | +19.1% | +11.0% | +30.7% |
| 6M | -7.1% | +52.5% | -59.6% | -6.6% |
| YTD | +12.0% | -17.3% | +29.2% | +16.6% |
| 1Y | +41.2% | -49.2% | +90.4% | +51.7% |
| All | +41.2% | -47.0% | +88.2% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling