+258.1%
GDX vs ITW
+18.4%
+239.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | +1.9% | -1.9% | +3.8% | +2.5% |
| 30D | +9.9% | -10.4% | +20.3% | +13.5% |
| 3M | +28.2% | +3.5% | +24.7% | +26.4% |
| 6M | -2.9% | -3.4% | +0.5% | -2.7% |
| YTD | +16.0% | +8.5% | +7.5% | +13.8% |
| 1Y | +49.9% | +3.2% | +46.6% | +48.6% |
| All | +258.1% | +18.4% | +239.8% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling