+214.2%
GDX vs DVA
+612.4%
-398.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -0.4% | +1.8% | -2.2% | -0.7% |
| 30D | +18.6% | -2.5% | +21.1% | +19.0% |
| 3M | +14.9% | -4.3% | +19.1% | +14.7% |
| 6M | -6.3% | +18.9% | -25.1% | -10.1% |
| YTD | +15.7% | +61.9% | -46.2% | +4.7% |
| 1Y | +54.8% | +35.7% | +19.1% | +44.0% |
| 3Y | +253.4% | +78.6% | +174.8% | +206.9% |
| 5Y | +219.7% | +39.2% | +180.5% | +183.9% |
| 10Y | +300.2% | +184.0% | +116.2% | +186.5% |
| All | +214.2% | +612.4% | -398.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling