+212.7%
GDX vs GWW
+93.2%
+119.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -6.8% | +3.6% | -10.4% | -7.2% |
| 30D | -2.1% | +12.1% | -14.2% | -3.3% |
| 3M | -7.5% | +12.9% | -20.4% | -8.7% |
| 6M | -15.2% | +19.3% | -34.5% | -17.1% |
| YTD | -4.8% | +48.7% | -53.5% | -8.6% |
| 1Y | +6.7% | +60.5% | -53.8% | +2.4% |
| 3Y | +212.7% | +93.3% | +119.5% | +195.5% |
| All | +212.7% | +93.2% | +119.5% | +195.5% |
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