+228.9%
GDX vs EW
-25.6%
+254.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | +18.6% | +1.0% | +17.6% | +18.3% |
| 3M | +14.9% | +2.8% | +12.1% | +14.1% |
| 6M | -6.3% | +5.5% | -11.7% | -7.5% |
| YTD | +15.7% | +5.5% | +10.3% | +14.2% |
| 1Y | +54.8% | +11.0% | +43.8% | +51.0% |
| 3Y | +253.4% | +17.7% | +235.7% | +229.2% |
| All | +228.9% | -25.6% | +254.4% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling