+24.8%
GDX vs GWW
+55.5%
-30.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.5% | +2.5% | +6.9% |
| 7D | +0.8% | +11.1% | -10.3% | -2.1% |
| 30D | -3.2% | +15.7% | -19.0% | -7.1% |
| 3M | +8.6% | +14.8% | -6.2% | +4.3% |
| 6M | -1.2% | +30.9% | -32.2% | -13.5% |
| YTD | -1.4% | +48.5% | -49.8% | -15.5% |
| 1Y | +24.8% | +57.1% | -32.3% | +7.8% |
| All | +24.8% | +55.5% | -30.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling