+214.2%
GDX vs WAT
+854.3%
-640.1%
-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% | -2.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +18.6% | +2.3% | +16.3% | +18.1% |
| 3M | +14.9% | +8.7% | +6.1% | +12.9% |
| 6M | -6.3% | +28.3% | -34.6% | -11.5% |
| YTD | +15.7% | +7.8% | +7.9% | +13.0% |
| 1Y | +54.8% | +36.6% | +18.2% | +42.9% |
| 3Y | +253.4% | +45.7% | +207.8% | +211.8% |
| 5Y | +219.7% | -3.3% | +223.0% | +205.3% |
| 10Y | +300.2% | +162.1% | +138.1% | +183.8% |
| All | +214.2% | +854.3% | -640.1% | +31.1% |
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