+64.2%
IWM vs GDX
+208.9%
-144.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -2.0% | +13.6% | -15.7% | -4.4% |
| 30D | -1.5% | +2.5% | -4.0% | -2.1% |
| 3M | -8.0% | +4.4% | -12.4% | -9.2% |
| 6M | -4.1% | -5.2% | +1.1% | -4.1% |
| YTD | +11.9% | +2.1% | +9.8% | +9.2% |
| 1Y | +15.0% | +24.7% | -9.7% | +7.9% |
| 3Y | +64.2% | +211.3% | -147.1% | +17.3% |
| All | +64.2% | +208.9% | -144.7% | +17.3% |
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