+231.3%
GDX vs EWT
+150.3%
+81.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | +11.5% | -3.7% | +15.1% | +13.0% |
| 30D | -3.1% | -17.2% | +14.0% | +7.9% |
| 3M | -4.4% | -7.3% | +2.9% | -0.9% |
| 6M | -8.6% | -1.5% | -7.1% | -9.5% |
| YTD | +0.8% | +49.0% | -48.2% | -22.0% |
| 1Y | +14.7% | +50.6% | -36.0% | -12.0% |
| All | +231.3% | +150.3% | +81.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling