+11.9%
GDX vs IWD
+30.1%
-18.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -2.4% |
| 7D | +0.7% | -0.6% | +1.3% | +1.7% |
| 30D | -3.8% | +3.6% | -7.3% | -11.1% |
| 3M | -5.4% | +2.7% | -8.1% | -10.9% |
| 6M | -12.7% | +13.2% | -25.9% | -33.7% |
| YTD | -0.7% | +26.8% | -27.4% | -37.9% |
| 1Y | +11.9% | +29.3% | -17.4% | -32.2% |
| All | +11.9% | +30.1% | -18.2% | -32.2% |
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