+289.0%
GDX vs W
+146.2%
+142.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +4.0% | +6.5% | -2.5% | +3.4% |
| 30D | +9.5% | -6.2% | +15.7% | +10.1% |
| 3M | +25.1% | +48.9% | -23.8% | +20.3% |
| 6M | -2.9% | +31.2% | -34.1% | -5.8% |
| YTD | +14.7% | -0.4% | +15.2% | +13.3% |
| 1Y | +47.4% | +14.8% | +32.6% | +43.6% |
| 3Y | +259.7% | +40.5% | +219.2% | +234.2% |
| 5Y | +227.7% | -62.1% | +289.8% | +210.9% |
| 10Y | +289.0% | +141.5% | +147.4% | +199.1% |
| All | +289.0% | +146.2% | +142.7% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling