+24.8%
GDX vs DVA
+62.2%
-37.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.8% | +3.2% | +8.8% |
| 7D | +0.8% | +4.7% | -4.0% | +0.6% |
| 30D | -3.2% | +7.8% | -11.0% | -3.4% |
| 3M | +8.6% | -15.5% | +24.1% | +8.7% |
| 6M | -1.2% | +25.0% | -26.3% | -5.7% |
| YTD | -1.4% | +69.6% | -71.0% | -6.4% |
| 1Y | +24.8% | +60.6% | -35.8% | +19.4% |
| All | +24.8% | +62.2% | -37.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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