+211.2%
GDX vs DUOL
+9.2%
+201.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -2.0% |
| 7D | -0.4% | +5.1% | -5.5% | -0.7% |
| 30D | +18.6% | +14.1% | +4.5% | +17.5% |
| 3M | +14.9% | +41.5% | -26.6% | +12.0% |
| 6M | -6.3% | +60.6% | -66.9% | -9.7% |
| YTD | +15.7% | -12.0% | +27.7% | +16.2% |
| 1Y | +54.8% | -43.4% | +98.2% | +59.9% |
| 3Y | +253.4% | +3.7% | +249.7% | +235.8% |
| 5Y | +219.7% | -5.3% | +224.9% | +183.8% |
| All | +211.2% | +9.2% | +201.9% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling