+326.3%
GDX vs DVA
+193.2%
+133.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | -8.8% | +2.0% | -6.2% |
| 30D | -2.1% | -3.4% | +1.3% | -1.9% |
| 3M | -7.5% | -2.6% | -4.9% | -7.4% |
| 6M | -15.2% | -11.9% | -3.3% | -14.9% |
| YTD | -4.8% | +53.6% | -58.5% | -8.7% |
| 1Y | +6.7% | +41.9% | -35.1% | +2.9% |
| 3Y | +212.7% | +97.5% | +115.2% | +194.4% |
| 5Y | +151.7% | +65.0% | +86.7% | +136.3% |
| All | +326.3% | +193.2% | +133.1% | +326.9% |
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