+177.3%
GDX vs WAT
+966.7%
-789.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +13.6% | -1.1% | +14.7% | +13.9% |
| 30D | +2.5% | +5.0% | -2.5% | +1.4% |
| 3M | +4.4% | +14.5% | -10.1% | +1.3% |
| 6M | -5.2% | +30.9% | -36.2% | -10.8% |
| YTD | +2.1% | +20.5% | -18.3% | -2.8% |
| 1Y | +24.7% | +23.3% | +1.4% | +18.0% |
| 3Y | +211.3% | +81.5% | +129.8% | +161.1% |
| 5Y | +186.7% | +33.4% | +153.3% | +154.7% |
| 10Y | +285.3% | +231.5% | +53.8% | +157.8% |
| All | +177.3% | +966.7% | -789.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling