+301.2%
GDX vs IWD
+207.5%
+93.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +13.6% | -0.5% | +14.1% | +13.9% |
| 30D | +2.5% | +2.7% | -0.2% | +1.3% |
| 3M | +4.4% | +0.9% | +3.5% | +4.1% |
| 6M | -5.2% | +10.5% | -15.8% | -9.2% |
| YTD | +2.1% | +23.7% | -21.6% | -6.5% |
| 1Y | +24.7% | +28.7% | -4.0% | +12.4% |
| 3Y | +211.3% | +79.7% | +131.6% | +146.2% |
| 5Y | +186.7% | +69.7% | +117.0% | +129.8% |
| All | +301.2% | +207.5% | +93.7% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling