+214.2%
GDX vs IWF
+1,123.6%
-909.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +18.6% | -0.4% | +19.0% | +18.9% |
| 3M | +14.9% | -2.6% | +17.5% | +16.9% |
| 6M | -6.3% | +9.1% | -15.4% | -10.0% |
| YTD | +15.7% | +4.5% | +11.2% | +13.7% |
| 1Y | +54.8% | +10.1% | +44.8% | +48.2% |
| 3Y | +253.4% | +77.6% | +175.8% | +156.1% |
| 5Y | +219.7% | +73.7% | +145.9% | +128.8% |
| 10Y | +300.2% | +411.5% | -111.3% | +35.1% |
| All | +214.2% | +1,123.6% | -909.4% | -58.0% |
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 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