+189.5%
GDX vs EW
+2,742.2%
-2,552.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.9% |
| 7D | +15.6% | +12.3% | +3.3% | +13.2% |
| 30D | +2.4% | +22.9% | -20.4% | -1.3% |
| 3M | +1.7% | +16.7% | -15.0% | -1.2% |
| 6M | -3.3% | +31.0% | -34.3% | -8.1% |
| YTD | +6.6% | +22.8% | -16.2% | +2.5% |
| 1Y | +27.0% | +25.6% | +1.4% | +21.6% |
| 3Y | +243.4% | +62.0% | +181.4% | +207.0% |
| 5Y | +194.2% | -12.8% | +207.0% | +189.1% |
| 10Y | +310.1% | +239.8% | +70.4% | +206.7% |
| All | +189.5% | +2,742.2% | -2,552.7% | -0.2% |
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 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