+54.8%
GDX vs IWF
+10.9%
+44.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.5% | -0.9% | -1.0% |
| 30D | +18.6% | -0.4% | +19.0% | +19.2% |
| 3M | +14.9% | -2.6% | +17.5% | +19.4% |
| 6M | -6.3% | +9.1% | -15.4% | -14.6% |
| YTD | +15.7% | +4.5% | +11.2% | +9.5% |
| 1Y | +54.8% | +10.1% | +44.8% | +31.0% |
| All | +54.8% | +10.9% | +44.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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