+214.2%
GDX vs EWZ
+135.7%
+78.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.4% | +6.5% | -6.9% | -3.0% |
| 30D | +18.6% | +4.8% | +13.8% | +16.3% |
| 3M | +14.9% | +9.9% | +5.0% | +10.7% |
| 6M | -6.3% | +1.9% | -8.2% | -6.6% |
| YTD | +15.7% | +20.3% | -4.6% | +8.3% |
| 1Y | +54.8% | +35.6% | +19.2% | +38.0% |
| 3Y | +253.4% | +43.4% | +210.0% | +205.7% |
| 5Y | +219.7% | +55.9% | +163.7% | +160.3% |
| 10Y | +300.2% | +84.2% | +216.1% | +154.7% |
| All | +214.2% | +135.7% | +78.5% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling