+98.5%
GDX vs GWRE
+736.4%
-637.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -3.3% |
| 7D | -5.4% | -30.9% | +25.6% | -1.8% |
| 30D | +6.6% | -20.7% | +27.3% | +8.8% |
| 3M | +30.1% | +20.2% | +9.9% | +26.3% |
| 6M | -7.1% | -11.9% | +4.8% | -7.1% |
| YTD | +12.0% | -30.3% | +42.3% | +14.7% |
| 1Y | +41.2% | -44.6% | +85.8% | +48.6% |
| 3Y | +251.0% | +48.8% | +202.2% | +226.8% |
| 5Y | +226.7% | +14.8% | +212.0% | +205.3% |
| 10Y | +301.0% | +128.1% | +172.9% | +256.8% |
| All | +98.5% | +736.4% | -637.9% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling