+349.2%
GDX vs WAB
+282.9%
+66.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | -3.8% | +6.4% | -10.2% | -5.0% |
| 3M | -5.4% | +2.2% | -7.6% | -5.9% |
| 6M | -12.7% | +13.7% | -26.4% | -15.0% |
| YTD | -0.7% | +43.0% | -43.7% | -6.8% |
| 1Y | +11.9% | +47.0% | -35.1% | +4.5% |
| 3Y | +223.9% | +174.4% | +49.5% | +173.2% |
| 5Y | +163.2% | +222.2% | -59.0% | +115.5% |
| 10Y | +349.2% | +276.9% | +72.3% | +237.6% |
| All | +349.2% | +282.9% | +66.3% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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