+444.7%
IWM vs GDX
+220.3%
+224.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -1.3% | +18.6% | -19.9% | -4.1% |
| 3M | +1.6% | +14.9% | -13.3% | -1.1% |
| 6M | +13.6% | -6.3% | +19.8% | +13.8% |
| YTD | +20.8% | +15.7% | +5.0% | +16.5% |
| 1Y | +26.4% | +54.8% | -28.4% | +16.0% |
| 3Y | +60.7% | +253.4% | -192.8% | +27.6% |
| 5Y | +38.2% | +219.7% | -181.5% | +9.8% |
| 10Y | +169.5% | +300.2% | -130.7% | +97.9% |
| All | +444.7% | +220.3% | +224.4% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling