+258.1%
GDX vs DUOL
-12.4%
+270.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.2% |
| 7D | +1.9% | -11.8% | +13.7% | +2.2% |
| 30D | +9.9% | +1.5% | +8.4% | +9.8% |
| 3M | +28.2% | +18.1% | +10.1% | +27.2% |
| 6M | -2.9% | +38.7% | -41.6% | -4.5% |
| YTD | +16.0% | -20.7% | +36.6% | +17.5% |
| 1Y | +49.9% | -49.1% | +99.0% | +55.2% |
| All | +258.1% | -12.4% | +270.5% | +248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling