+164.3%
EWY vs GDX
+55.3%
+108.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.7% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +11.7% | +18.6% | -7.0% | +1.9% |
| 3M | -7.4% | +14.9% | -22.3% | -14.5% |
| 6M | +40.6% | -6.3% | +46.8% | +38.1% |
| YTD | +94.3% | +15.7% | +78.5% | +84.2% |
| 1Y | +164.3% | +54.8% | +109.4% | +138.6% |
| All | +164.3% | +55.3% | +108.9% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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