+161.6%
EWY vs GDX
+212.3%
-50.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | 0.0% |
| 7D | +10.4% | -4.6% | +15.0% | +12.5% |
| 30D | -12.7% | -6.2% | -6.5% | -10.8% |
| 3M | -17.3% | -10.0% | -7.3% | -14.2% |
| 6M | -18.6% | -15.8% | -2.8% | -14.1% |
| YTD | +49.5% | -4.6% | +54.1% | +52.0% |
| 1Y | +55.0% | +4.0% | +50.9% | +53.2% |
| All | +161.6% | +212.3% | -50.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling