+249.6%
GDX vs GWRE
+50.1%
+199.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.2% | -13.2% | +11.1% | -0.7% |
| 30D | +6.8% | -18.6% | +25.3% | +8.8% |
| 3M | +24.9% | +18.9% | +6.0% | +20.8% |
| 6M | -4.2% | -11.0% | +6.7% | -3.8% |
| YTD | +13.2% | -29.9% | +43.1% | +18.0% |
| 1Y | +40.2% | -44.3% | +84.5% | +52.0% |
| 3Y | +249.6% | +51.7% | +197.9% | +210.9% |
| All | +249.6% | +50.1% | +199.5% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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