+326.3%
GDX vs IWF
+383.8%
-57.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -6.8% | +2.8% | -9.6% | -7.8% |
| 30D | -2.1% | -7.5% | +5.4% | +0.9% |
| 3M | -7.5% | -8.5% | +1.0% | -4.2% |
| 6M | -15.2% | -7.4% | -7.7% | -12.3% |
| YTD | -4.8% | -2.6% | -2.2% | -3.3% |
| 1Y | +6.7% | -1.8% | +8.6% | +8.2% |
| 3Y | +212.7% | +65.5% | +147.3% | +165.3% |
| 5Y | +151.7% | +55.8% | +95.8% | +111.5% |
| All | +326.3% | +383.8% | -57.5% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling