+296.0%
GDX vs ITW
+194.8%
+101.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | +6.8% | -8.3% | +15.1% | +8.9% |
| 3M | +24.9% | +6.0% | +18.9% | +23.1% |
| 6M | -4.2% | 0.0% | -4.2% | -4.3% |
| YTD | +13.2% | +10.2% | +3.0% | +10.8% |
| 1Y | +40.2% | +3.2% | +37.0% | +38.9% |
| 3Y | +249.6% | +21.0% | +228.6% | +232.2% |
| 5Y | +230.4% | +37.9% | +192.5% | +202.7% |
| All | +296.0% | +194.8% | +101.2% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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