+24.8%
GDX vs IEFA
+17.0%
+7.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.5% | +6.5% | +3.9% |
| 7D | +0.8% | +1.9% | -1.1% | -2.8% |
| 30D | -3.2% | +1.4% | -4.6% | -5.5% |
| 3M | +8.6% | -1.4% | +10.0% | +12.6% |
| 6M | -1.2% | +6.3% | -7.5% | -9.7% |
| YTD | -1.4% | +11.9% | -13.3% | -14.4% |
| 1Y | +24.8% | +17.0% | +7.8% | +0.3% |
| All | +24.8% | +17.0% | +7.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling