+158.4%
GDX vs EWZ
+100.6%
+57.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -6.8% | +0.8% | -7.6% | -7.0% |
| 30D | -2.1% | -24.4% | +22.3% | +8.1% |
| 3M | -7.5% | -4.6% | -2.9% | -7.4% |
| 6M | -15.2% | -11.6% | -3.6% | -12.2% |
| YTD | -4.8% | +2.4% | -7.2% | -6.7% |
| 1Y | +6.7% | +2.1% | +4.6% | +4.7% |
| 3Y | +212.7% | +18.7% | +194.0% | +187.0% |
| 5Y | +151.7% | +54.2% | +97.5% | +103.4% |
| 10Y | +330.3% | +65.9% | +264.5% | +179.6% |
| All | +158.4% | +100.6% | +57.8% | +8.0% |
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