+150.7%
GDX vs EWZ
+53.9%
+96.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | -6.8% | +0.8% | -7.6% | -7.0% |
| 30D | -2.1% | -24.4% | +22.3% | +9.0% |
| 3M | -7.5% | -4.6% | -2.9% | -8.7% |
| 6M | -15.2% | -11.6% | -3.6% | -12.9% |
| YTD | -4.8% | +2.4% | -7.2% | -7.6% |
| 1Y | +6.7% | +2.1% | +4.6% | +3.6% |
| 3Y | +212.7% | +18.7% | +194.0% | +182.6% |
| All | +150.7% | +53.9% | +96.8% | +99.7% |
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