+296.0%
GDX vs IEFA
+148.3%
+147.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | -2.2% | -1.6% | -0.6% | -1.0% |
| 30D | +6.8% | -1.5% | +8.2% | +8.2% |
| 3M | +24.9% | +3.4% | +21.5% | +22.3% |
| 6M | -4.2% | +9.5% | -13.7% | -9.2% |
| YTD | +13.2% | +13.0% | +0.2% | +5.4% |
| 1Y | +40.2% | +18.0% | +22.2% | +27.1% |
| 3Y | +249.6% | +65.4% | +184.2% | +155.5% |
| 5Y | +230.4% | +51.6% | +178.8% | +147.9% |
| All | +296.0% | +148.3% | +147.7% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling