+326.3%
GDX vs ARWR
+1,024.2%
-698.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -6.8% | -17.8% | +11.0% | -5.6% |
| 30D | -2.1% | -18.1% | +16.0% | -0.8% |
| 3M | -7.5% | -44.2% | +36.7% | -3.7% |
| 6M | -15.2% | -38.6% | +23.5% | -12.4% |
| YTD | -4.8% | -28.0% | +23.2% | -3.0% |
| 1Y | +6.7% | +16.1% | -9.4% | +5.1% |
| 3Y | +212.7% | +84.0% | +128.8% | +191.9% |
| 5Y | +151.7% | -35.4% | +187.0% | +143.0% |
| All | +326.3% | +1,024.2% | -698.0% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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