+289.0%
GDX vs EW
+124.3%
+164.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | -0.2% |
| 7D | +4.0% | -4.4% | +8.4% | +4.8% |
| 30D | +9.5% | -3.3% | +12.8% | +10.1% |
| 3M | +25.1% | +1.0% | +24.1% | +24.7% |
| 6M | -2.9% | +6.2% | -9.2% | -4.0% |
| YTD | +14.7% | +1.7% | +13.0% | +14.2% |
| 1Y | +47.4% | +8.1% | +39.3% | +45.1% |
| 3Y | +259.7% | +17.1% | +242.6% | +241.7% |
| 5Y | +227.7% | -29.4% | +257.0% | +231.4% |
| 10Y | +289.0% | +121.7% | +167.2% | +257.2% |
| All | +289.0% | +124.3% | +164.6% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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