+291.6%
GDX vs EWZ
+96.6%
+195.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.8% |
| 7D | -5.4% | +1.1% | -6.5% | -5.7% |
| 30D | +6.6% | +13.5% | -6.9% | +2.7% |
| 3M | +30.1% | +15.2% | +14.9% | +25.0% |
| 6M | -7.1% | +3.7% | -10.8% | -7.9% |
| YTD | +12.0% | +22.5% | -10.6% | +6.7% |
| 1Y | +41.2% | +35.3% | +6.0% | +31.1% |
| 3Y | +251.0% | +50.2% | +200.8% | +216.6% |
| 5Y | +226.7% | +64.6% | +162.2% | +185.9% |
| All | +291.6% | +96.6% | +195.0% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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