+310.1%
GDX vs IWD
+212.1%
+98.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.4% |
| 7D | +15.6% | +1.3% | +14.3% | +14.9% |
| 30D | +2.4% | +3.6% | -1.1% | +0.8% |
| 3M | +1.7% | +2.3% | -0.6% | +0.8% |
| 6M | -3.3% | +13.0% | -16.3% | -8.3% |
| YTD | +6.6% | +26.2% | -19.5% | -3.3% |
| 1Y | +27.0% | +30.5% | -3.5% | +13.7% |
| 3Y | +243.4% | +86.2% | +157.2% | +167.6% |
| 5Y | +194.2% | +72.9% | +121.3% | +133.8% |
| 10Y | +310.1% | +205.0% | +105.1% | +210.1% |
| All | +310.1% | +212.1% | +98.1% | +210.1% |
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