+211.5%
GDX vs DVN
+41.5%
+170.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +4.0% | -1.3% | +5.3% | +4.3% |
| 30D | +9.5% | +12.6% | -3.1% | +6.3% |
| 3M | +25.1% | +8.1% | +17.0% | +21.8% |
| 6M | -2.9% | +10.2% | -13.1% | -7.0% |
| YTD | +14.7% | +33.8% | -19.0% | +4.5% |
| 1Y | +47.4% | +43.9% | +3.5% | +31.3% |
| 3Y | +259.7% | +1.7% | +257.9% | +240.9% |
| 5Y | +227.7% | +119.6% | +108.1% | +142.3% |
| 10Y | +289.0% | +53.7% | +235.2% | +163.8% |
| All | +211.5% | +41.5% | +170.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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