+142.7%
EWY vs GDX
+222.1%
-79.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -2.9% |
| 7D | +1.2% | -5.4% | +6.6% | +3.3% |
| 30D | +9.3% | +6.6% | +2.7% | +6.5% |
| 3M | +2.4% | +30.1% | -27.7% | -7.4% |
| 6M | +40.3% | -7.1% | +47.4% | +42.1% |
| YTD | +88.0% | +12.0% | +76.0% | +79.7% |
| 1Y | +143.8% | +41.2% | +102.6% | +115.4% |
| 3Y | +217.8% | +251.0% | -33.2% | +104.8% |
| 5Y | +142.7% | +226.7% | -84.0% | +52.6% |
| All | +142.7% | +222.1% | -79.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling