+292.3%
GDX vs IWD
+197.6%
+94.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | +18.6% | +0.6% | +18.0% | +18.3% |
| 3M | +14.9% | +7.2% | +7.7% | +11.4% |
| 6M | -6.3% | +16.2% | -22.5% | -12.2% |
| YTD | +15.7% | +23.3% | -7.6% | +5.8% |
| 1Y | +54.8% | +29.6% | +25.3% | +38.8% |
| 3Y | +253.4% | +70.5% | +183.0% | +183.2% |
| 5Y | +219.7% | +73.5% | +146.2% | +153.4% |
| All | +292.3% | +197.6% | +94.7% | +154.9% |
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