+158.4%
GDX vs GWW
+2,731.1%
-2,572.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -6.8% | +3.6% | -10.4% | -7.6% |
| 30D | -2.1% | +12.1% | -14.2% | -4.6% |
| 3M | -7.5% | +12.9% | -20.4% | -10.1% |
| 6M | -15.2% | +19.3% | -34.5% | -18.8% |
| YTD | -4.8% | +48.7% | -53.5% | -13.3% |
| 1Y | +6.7% | +60.5% | -53.8% | -4.5% |
| 3Y | +212.7% | +93.3% | +119.5% | +163.6% |
| 5Y | +151.7% | +219.0% | -67.3% | +84.4% |
| 10Y | +330.3% | +659.0% | -328.6% | +125.8% |
| All | +158.4% | +2,731.1% | -2,572.7% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling