+233.6%
GDX vs EWZ
+63.8%
+169.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +1.9% | -0.1% | +1.9% | +1.9% |
| 30D | +9.9% | +8.2% | +1.7% | +5.7% |
| 3M | +28.2% | +13.3% | +14.9% | +20.6% |
| 6M | -2.9% | +3.6% | -6.5% | -4.3% |
| YTD | +16.0% | +21.0% | -5.0% | +7.6% |
| 1Y | +49.9% | +34.7% | +15.2% | +32.9% |
| 3Y | +263.6% | +48.3% | +215.3% | +208.0% |
| 5Y | +233.6% | +60.1% | +173.5% | +163.8% |
| All | +233.6% | +63.8% | +169.8% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling