+258.1%
GDX vs GWW
+89.5%
+168.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +9.9% | -1.4% | +11.4% | +10.0% |
| 3M | +28.2% | -3.6% | +31.8% | +28.4% |
| 6M | -2.9% | +15.1% | -18.0% | -5.2% |
| YTD | +16.0% | +27.5% | -11.5% | +13.4% |
| 1Y | +49.9% | +29.6% | +20.3% | +46.7% |
| All | +258.1% | +89.5% | +168.7% | +245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling