+289.0%
GDX vs IWD
+195.2%
+93.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | +4.0% | -0.2% | +4.1% | +4.1% |
| 30D | +9.5% | -0.8% | +10.3% | +9.9% |
| 3M | +25.1% | +8.0% | +17.1% | +20.7% |
| 6M | -2.9% | +18.2% | -21.1% | -9.7% |
| YTD | +14.7% | +22.3% | -7.6% | +5.3% |
| 1Y | +47.4% | +28.9% | +18.5% | +32.5% |
| 3Y | +259.7% | +71.5% | +188.1% | +187.8% |
| 5Y | +227.7% | +73.6% | +154.1% | +160.2% |
| 10Y | +289.0% | +194.7% | +94.3% | +153.7% |
| All | +289.0% | +195.2% | +93.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling