+263.6%
GDX vs W
+41.4%
+222.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | -0.4% | -4.2% | +3.8% | +0.1% |
| 30D | +18.6% | -7.6% | +26.2% | +19.7% |
| 3M | +14.9% | +37.2% | -22.3% | +10.0% |
| 6M | -6.3% | +26.3% | -32.6% | -9.9% |
| YTD | +15.7% | -1.0% | +16.7% | +13.2% |
| 1Y | +54.8% | +20.1% | +34.8% | +48.8% |
| All | +263.6% | +41.4% | +222.1% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling