+296.0%
GDX vs KWEB
-19.7%
+315.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.0% |
| 7D | -2.2% | -5.6% | +3.4% | -1.1% |
| 30D | +6.8% | -10.7% | +17.4% | +9.0% |
| 3M | +24.9% | -7.4% | +32.4% | +26.5% |
| 6M | -4.2% | -19.3% | +15.1% | -0.3% |
| YTD | +13.2% | -27.8% | +41.0% | +20.1% |
| 1Y | +40.2% | -35.9% | +76.1% | +51.8% |
| 3Y | +249.6% | -1.9% | +251.5% | +246.8% |
| 5Y | +230.4% | -43.2% | +273.6% | +244.3% |
| All | +296.0% | -19.7% | +315.7% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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