+54.8%
GDX vs W
+25.7%
+29.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | -0.4% | -4.2% | +3.8% | +0.4% |
| 30D | +18.6% | -7.6% | +26.2% | +20.3% |
| 3M | +14.9% | +37.2% | -22.3% | +5.5% |
| 6M | -6.3% | +26.3% | -32.6% | -13.3% |
| YTD | +15.7% | -1.0% | +16.7% | +10.5% |
| 1Y | +54.8% | +20.1% | +34.8% | +41.5% |
| All | +54.8% | +25.7% | +29.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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