+326.3%
GDX vs EW
+254.3%
+71.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -6.8% | +4.9% | -11.7% | -7.6% |
| 30D | -2.1% | +23.9% | -26.1% | -5.7% |
| 3M | -7.5% | +15.8% | -23.3% | -9.9% |
| 6M | -15.2% | +31.7% | -46.8% | -19.3% |
| YTD | -4.8% | +25.7% | -30.5% | -8.7% |
| 1Y | +6.7% | +24.4% | -17.7% | +2.5% |
| 3Y | +212.7% | +65.9% | +146.9% | +179.9% |
| 5Y | +151.7% | -7.6% | +159.3% | +143.2% |
| All | +326.3% | +254.3% | +71.9% | +280.5% |
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