+173.4%
GDX vs WAB
+223.7%
-50.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -6.1% |
| 7D | +11.5% | +4.0% | +7.4% | +9.7% |
| 30D | -3.1% | +6.3% | -9.5% | -5.4% |
| 3M | -4.4% | +3.3% | -7.7% | -5.7% |
| 6M | -8.6% | +14.5% | -23.0% | -13.4% |
| YTD | +0.8% | +42.7% | -41.8% | -10.8% |
| 1Y | +14.7% | +45.2% | -30.5% | +0.9% |
| 3Y | +228.8% | +173.8% | +55.0% | +131.2% |
| 5Y | +173.4% | +223.8% | -50.4% | +76.2% |
| All | +173.4% | +223.7% | -50.3% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling