+291.6%
GDX vs EWT
+512.3%
-220.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -2.2% |
| 7D | -5.4% | -1.1% | -4.3% | -4.9% |
| 30D | +6.6% | +4.8% | +1.8% | +4.0% |
| 3M | +30.1% | +11.1% | +19.0% | +22.5% |
| 6M | -7.1% | +54.6% | -61.7% | -25.7% |
| YTD | +12.0% | +71.4% | -59.5% | -14.4% |
| 1Y | +41.2% | +82.1% | -40.9% | +5.0% |
| 3Y | +251.0% | +193.2% | +57.8% | +107.6% |
| 5Y | +226.7% | +146.1% | +80.6% | +102.4% |
| All | +291.6% | +512.3% | -220.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling