+214.2%
GDX vs EW
+2,340.2%
-2,126.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.4% |
| 3M | +14.9% | +2.8% | +12.1% | +14.2% |
| 6M | -6.3% | +5.5% | -11.7% | -7.3% |
| YTD | +15.7% | +5.5% | +10.3% | +14.5% |
| 1Y | +54.8% | +11.0% | +43.8% | +51.4% |
| 3Y | +253.4% | +17.7% | +235.7% | +234.8% |
| 5Y | +219.7% | -25.7% | +245.4% | +223.4% |
| 10Y | +300.2% | +132.8% | +167.4% | +220.6% |
| All | +214.2% | +2,340.2% | -2,126.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling