+404.9%
IWM vs GDX
+182.7%
+222.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -2.0% | +13.6% | -15.7% | -4.1% |
| 30D | -1.5% | +2.5% | -4.0% | -2.0% |
| 3M | -8.0% | +4.4% | -12.4% | -9.0% |
| 6M | -4.1% | -5.2% | +1.1% | -4.1% |
| YTD | +11.9% | +2.1% | +9.8% | +9.9% |
| 1Y | +15.0% | +24.7% | -9.7% | +9.3% |
| 3Y | +64.2% | +211.3% | -147.1% | +32.8% |
| 5Y | +20.4% | +186.7% | -166.3% | -2.8% |
| 10Y | +168.0% | +285.3% | -117.3% | +97.8% |
| All | +404.9% | +182.7% | +222.2% | +214.7% |
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