+211.5%
GDX vs ITW
+777.1%
-565.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | +9.5% | -9.4% | +18.9% | +13.3% |
| 3M | +25.1% | +7.1% | +18.0% | +22.0% |
| 6M | -2.9% | -1.9% | -1.1% | -2.4% |
| YTD | +14.7% | +10.4% | +4.3% | +10.8% |
| 1Y | +47.4% | +3.3% | +44.1% | +45.2% |
| 3Y | +259.7% | +21.0% | +238.7% | +231.6% |
| 5Y | +227.7% | +36.3% | +191.4% | +185.8% |
| 10Y | +289.0% | +185.8% | +103.2% | +141.1% |
| All | +211.5% | +777.1% | -565.6% | +3.9% |
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