+305.7%
GDX vs EWT
+528.3%
-222.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | +2.1% | -0.2% | +0.8% |
| 30D | +9.9% | +9.4% | +0.5% | +4.9% |
| 3M | +28.2% | +10.9% | +17.3% | +20.9% |
| 6M | -2.9% | +57.9% | -60.8% | -23.2% |
| YTD | +16.0% | +75.9% | -59.9% | -12.5% |
| 1Y | +49.9% | +89.7% | -39.8% | +9.2% |
| 3Y | +263.6% | +200.9% | +62.7% | +112.1% |
| 5Y | +233.6% | +154.5% | +79.1% | +103.3% |
| All | +305.7% | +528.3% | -222.7% | +49.0% |
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