+185.4%
GDX vs W
-54.5%
+239.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +13.6% | -3.6% | +17.2% | +14.0% |
| 30D | +2.5% | +7.0% | -4.5% | +1.7% |
| 3M | +4.4% | +7.4% | -3.0% | +3.5% |
| 6M | -5.2% | +69.3% | -74.5% | -10.7% |
| YTD | +2.1% | +11.3% | -9.2% | -0.7% |
| 1Y | +24.7% | +13.2% | +11.5% | +21.0% |
| 3Y | +211.3% | +142.0% | +69.3% | +175.1% |
| All | +185.4% | -54.5% | +239.9% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling