+291.6%
GDX vs GWW
+565.7%
-274.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -5.4% | -3.1% | -2.2% | -5.2% |
| 30D | +6.6% | -2.3% | +8.9% | +6.7% |
| 3M | +30.1% | -3.3% | +33.4% | +30.3% |
| 6M | -7.1% | +15.4% | -22.5% | -8.3% |
| YTD | +12.0% | +26.7% | -14.8% | +10.1% |
| 1Y | +41.2% | +29.0% | +12.2% | +38.6% |
| 3Y | +251.0% | +89.0% | +162.0% | +234.7% |
| 5Y | +226.7% | +221.8% | +5.0% | +201.1% |
| All | +291.6% | +565.7% | -274.1% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling