+344.9%
GDX vs EWT
+464.8%
-119.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -4.3% |
| 7D | +0.7% | +3.2% | -2.5% | -1.6% |
| 30D | -3.8% | -12.3% | +8.6% | +2.2% |
| 3M | -5.4% | -3.6% | -1.8% | -4.5% |
| 6M | -12.7% | +3.1% | -15.8% | -15.1% |
| YTD | -0.7% | +57.7% | -58.4% | -21.2% |
| 1Y | +11.9% | +60.3% | -48.4% | -11.9% |
| 3Y | +223.9% | +163.4% | +60.5% | +101.7% |
| 5Y | +163.2% | +127.4% | +35.7% | +69.2% |
| All | +344.9% | +464.8% | -119.9% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling