+290.8%
EWY vs GDX
+308.1%
-17.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.3% |
| 7D | +1.2% | -5.4% | +6.6% | +2.6% |
| 30D | +9.3% | +6.6% | +2.7% | +7.5% |
| 3M | +2.4% | +30.1% | -27.7% | -4.0% |
| 6M | +40.3% | -7.1% | +47.4% | +41.8% |
| YTD | +88.0% | +12.0% | +76.0% | +83.1% |
| 1Y | +143.8% | +41.2% | +102.6% | +126.0% |
| 3Y | +217.8% | +251.0% | -33.2% | +145.3% |
| 5Y | +142.7% | +226.7% | -84.0% | +87.0% |
| All | +290.8% | +308.1% | -17.3% | +197.8% |
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