+319.2%
GDX vs EW
+234.0%
+85.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.3% |
| 7D | +11.5% | +9.3% | +2.2% | +9.8% |
| 30D | -3.1% | +22.1% | -25.2% | -6.5% |
| 3M | -4.4% | +13.0% | -17.4% | -6.5% |
| 6M | -8.6% | +30.1% | -38.6% | -12.8% |
| YTD | +0.8% | +22.0% | -21.2% | -2.8% |
| 1Y | +14.7% | +23.7% | -9.0% | +10.2% |
| 3Y | +228.8% | +62.0% | +166.8% | +195.3% |
| 5Y | +173.4% | -12.4% | +185.8% | +166.4% |
| 10Y | +319.2% | +236.1% | +83.2% | +269.1% |
| All | +319.2% | +234.0% | +85.2% | +269.1% |
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