+167.1%
GDX vs EWT
+115.1%
+52.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | -4.4% | -7.3% | +2.9% | -0.8% |
| 6M | -8.6% | -1.5% | -7.1% | -9.6% |
| YTD | +0.8% | +49.0% | -48.2% | -23.0% |
| 1Y | +14.7% | +50.6% | -36.0% | -13.1% |
| 3Y | +228.8% | +148.9% | +79.9% | +76.3% |
| All | +167.1% | +115.1% | +52.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling