+158.4%
GDX vs EWT
+746.5%
-588.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +9.1% | -15.9% | -10.8% |
| 30D | -2.1% | -12.2% | +10.1% | +3.6% |
| 3M | -7.5% | -9.4% | +1.9% | -3.7% |
| 6M | -15.2% | +2.7% | -17.8% | -17.3% |
| YTD | -4.8% | +53.3% | -58.1% | -23.3% |
| 1Y | +6.7% | +59.2% | -52.4% | -15.5% |
| 3Y | +212.7% | +157.1% | +55.6% | +95.2% |
| 5Y | +151.7% | +119.6% | +32.0% | +67.8% |
| 10Y | +330.3% | +446.9% | -116.6% | +81.2% |
| All | +158.4% | +746.5% | -588.1% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling