+296.0%
GDX vs DVA
+187.8%
+108.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.2% | -1.3% | -0.8% | -2.1% |
| 30D | +6.8% | 0.0% | +6.7% | +6.7% |
| 3M | +24.9% | -10.9% | +35.9% | +25.4% |
| 6M | -4.2% | +17.3% | -21.5% | -6.1% |
| YTD | +13.2% | +59.8% | -46.6% | +8.1% |
| 1Y | +40.2% | +36.3% | +3.9% | +35.4% |
| 3Y | +249.6% | +88.6% | +161.0% | +227.9% |
| 5Y | +230.4% | +47.5% | +182.8% | +209.5% |
| All | +296.0% | +187.8% | +108.2% | +269.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling