+258.1%
GDX vs EWZ
+45.8%
+212.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | +1.9% | -0.1% | +1.9% | +1.9% |
| 30D | +9.9% | +8.2% | +1.7% | +4.2% |
| 3M | +28.2% | +13.3% | +14.9% | +17.9% |
| 6M | -2.9% | +3.6% | -6.5% | -5.1% |
| YTD | +16.0% | +21.0% | -5.0% | +5.2% |
| 1Y | +49.9% | +34.7% | +15.2% | +28.2% |
| All | +258.1% | +45.8% | +212.3% | +199.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling