+69.6%
IWM vs GDX
+211.6%
-142.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | -6.8% | +8.2% | +2.7% |
| 30D | +2.3% | -2.1% | +4.4% | +2.5% |
| 3M | -8.3% | -7.5% | -0.8% | -7.4% |
| 6M | -1.3% | -15.2% | +13.8% | +0.8% |
| YTD | +13.5% | -4.8% | +18.3% | +12.2% |
| 1Y | +18.4% | +6.7% | +11.7% | +14.3% |
| 3Y | +69.6% | +212.7% | -143.1% | +21.1% |
| All | +69.6% | +211.6% | -142.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling