+158.4%
GDX vs ITW
+844.6%
-686.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | +2.3% | -9.1% | -7.5% |
| 30D | -2.1% | +6.7% | -8.8% | -4.3% |
| 3M | -7.5% | -0.5% | -7.0% | -7.4% |
| 6M | -15.2% | +16.4% | -31.6% | -19.7% |
| YTD | -4.8% | +19.0% | -23.8% | -10.5% |
| 1Y | +6.7% | +20.2% | -13.5% | -0.1% |
| 3Y | +212.7% | +33.1% | +179.7% | +179.0% |
| 5Y | +151.7% | +35.7% | +116.0% | +119.9% |
| 10Y | +330.3% | +194.0% | +136.3% | +165.4% |
| All | +158.4% | +844.6% | -686.2% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling