+212.7%
GDX vs DUOL
-20.2%
+232.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -0.5% |
| 7D | -6.8% | +3.0% | -9.9% | -7.0% |
| 30D | -2.1% | +18.3% | -20.4% | -3.2% |
| 3M | -7.5% | +14.7% | -22.2% | -8.5% |
| 6M | -15.2% | +57.5% | -72.6% | -17.4% |
| YTD | -4.8% | -5.8% | +1.0% | -4.5% |
| 1Y | +6.7% | -11.4% | +18.1% | +7.5% |
| 3Y | +212.7% | -22.5% | +235.2% | +212.8% |
| All | +212.7% | -20.2% | +232.9% | +212.8% |
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