+21.2%
GDX vs IWD
+29.9%
-8.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +0.2% |
| 7D | +15.6% | +1.3% | +14.3% | +12.2% |
| 30D | +2.4% | +3.6% | -1.1% | -5.4% |
| 3M | +1.7% | +2.3% | -0.6% | -3.5% |
| 6M | -3.3% | +13.0% | -16.3% | -26.3% |
| YTD | +6.6% | +26.2% | -19.5% | -32.6% |
| All | +21.2% | +29.9% | -8.6% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling