+214.2%
GDX vs WAB
+1,681.7%
-1,467.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | +18.6% | -4.4% | +23.1% | +19.9% |
| 3M | +14.9% | +7.9% | +7.0% | +12.6% |
| 6M | -6.3% | +8.7% | -15.0% | -8.1% |
| YTD | +15.7% | +33.0% | -17.2% | +8.3% |
| 1Y | +54.8% | +46.7% | +8.2% | +41.6% |
| 3Y | +253.4% | +153.0% | +100.4% | +182.3% |
| 5Y | +219.7% | +222.3% | -2.6% | +139.3% |
| 10Y | +300.2% | +291.0% | +9.2% | +163.3% |
| All | +214.2% | +1,681.7% | -1,467.5% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling