+211.3%
GDX vs W
+123.5%
+87.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +13.6% | -3.6% | +17.2% | +14.1% |
| 30D | +2.5% | +7.0% | -4.5% | +1.6% |
| 3M | +4.4% | +7.4% | -3.0% | +3.4% |
| 6M | -5.2% | +69.3% | -74.5% | -11.8% |
| YTD | +2.1% | +11.3% | -9.2% | -1.7% |
| 1Y | +24.7% | +13.2% | +11.5% | +19.8% |
| 3Y | +211.3% | +142.0% | +69.3% | +169.5% |
| All | +211.3% | +123.5% | +87.8% | +169.5% |
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 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