+329.5%
GDX vs KWEB
+22.0%
+307.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +1.9% | -3.6% | +5.5% | +2.5% |
| 30D | +9.9% | -14.9% | +24.8% | +13.0% |
| 3M | +28.2% | -5.4% | +33.6% | +29.2% |
| 6M | -2.9% | -18.9% | +16.0% | +0.7% |
| YTD | +16.0% | -27.2% | +43.2% | +22.4% |
| 1Y | +49.9% | -34.2% | +84.1% | +60.7% |
| 3Y | +263.6% | +0.6% | +262.9% | +259.5% |
| 5Y | +233.6% | -43.5% | +277.0% | +245.2% |
| 10Y | +315.3% | -20.6% | +335.9% | +304.9% |
| All | +329.5% | +22.0% | +307.5% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling