+214.2%
GDX vs IWD
+462.0%
-247.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 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% | +10.6% |
| 6M | -6.3% | +16.2% | -22.5% | -13.4% |
| YTD | +15.7% | +23.3% | -7.6% | +3.5% |
| 1Y | +54.8% | +29.6% | +25.3% | +34.9% |
| 3Y | +253.4% | +70.5% | +183.0% | +164.1% |
| 5Y | +219.7% | +73.5% | +146.2% | +136.3% |
| 10Y | +300.2% | +198.3% | +101.9% | +107.3% |
| All | +214.2% | +462.0% | -247.9% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling