+263.6%
GDX vs WAT
+50.1%
+213.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | +18.6% | +2.3% | +16.3% | +18.3% |
| 3M | +14.9% | +8.7% | +6.1% | +13.5% |
| 6M | -6.3% | +28.3% | -34.6% | -9.6% |
| YTD | +15.7% | +7.8% | +7.9% | +13.6% |
| 1Y | +54.8% | +36.6% | +18.2% | +46.7% |
| All | +263.6% | +50.1% | +213.4% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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