+228.8%
GDX vs WAB
+175.0%
+53.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.2% |
| 7D | +11.5% | +4.0% | +7.4% | +9.4% |
| 30D | -3.1% | +6.3% | -9.5% | -5.7% |
| 3M | -4.4% | +3.3% | -7.7% | -5.9% |
| 6M | -8.6% | +14.5% | -23.0% | -14.2% |
| YTD | +0.8% | +42.7% | -41.8% | -11.6% |
| 1Y | +14.7% | +45.2% | -30.5% | +0.1% |
| 3Y | +228.8% | +173.8% | +55.0% | +98.4% |
| All | +228.8% | +175.0% | +53.7% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling