+166.9%
IWM vs GDX
+282.8%
-115.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.4% | +4.0% | -2.5% | +0.8% |
| 30D | -2.3% | +9.5% | -11.8% | -3.7% |
| 3M | +4.0% | +25.1% | -21.1% | +0.2% |
| 6M | +17.9% | -2.9% | +20.9% | +17.5% |
| YTD | +20.2% | +14.7% | +5.5% | +16.5% |
| 1Y | +25.0% | +47.4% | -22.5% | +16.7% |
| 3Y | +66.0% | +259.7% | -193.7% | +35.5% |
| 5Y | +40.0% | +227.7% | -187.6% | +14.0% |
| 10Y | +166.9% | +289.0% | -122.1% | +124.8% |
| All | +166.9% | +282.8% | -115.9% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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