+229.5%
EWY vs GDX
+338.9%
-109.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +4.2% | -6.8% | +11.0% | +6.1% |
| 30D | -10.7% | -2.1% | -8.6% | -10.4% |
| 3M | -20.1% | -7.5% | -12.6% | -18.7% |
| 6M | -24.3% | -15.2% | -9.1% | -21.5% |
| YTD | +46.9% | -4.8% | +51.7% | +48.7% |
| 1Y | +55.2% | +6.7% | +48.5% | +53.3% |
| 3Y | +157.0% | +212.7% | -55.8% | +104.3% |
| 5Y | +98.9% | +151.7% | -52.8% | +60.8% |
| All | +229.5% | +338.9% | -109.4% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling