+169.7%
GDX vs IWF
+1,057.3%
-887.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.7% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | -3.8% | -8.3% | +4.5% | +0.9% |
| 3M | -5.4% | -5.6% | +0.1% | -2.4% |
| 6M | -12.7% | -5.4% | -7.3% | -9.7% |
| YTD | -0.7% | -1.2% | +0.5% | +0.7% |
| 1Y | +11.9% | -2.7% | +14.5% | +14.4% |
| 3Y | +223.9% | +67.8% | +156.1% | +142.6% |
| 5Y | +163.2% | +60.1% | +103.1% | +97.5% |
| 10Y | +349.2% | +392.2% | -43.0% | +54.2% |
| All | +169.7% | +1,057.3% | -887.6% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling