+259.7%
GDX vs WAB
+168.6%
+91.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | +4.0% | +1.7% | +2.3% | +3.3% |
| 30D | +9.5% | -2.4% | +11.9% | +10.5% |
| 3M | +25.1% | +9.7% | +15.4% | +19.9% |
| 6M | -2.9% | +16.5% | -19.4% | -8.6% |
| YTD | +14.7% | +33.7% | -19.0% | +4.0% |
| 1Y | +47.4% | +49.7% | -2.3% | +29.9% |
| 3Y | +259.7% | +170.9% | +88.8% | +163.4% |
| All | +259.7% | +168.6% | +91.1% | +163.4% |
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