+54.8%
GDX vs WBD
+135.8%
-81.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | +18.6% | +8.8% | +9.8% | +18.1% |
| 3M | +14.9% | +4.6% | +10.3% | +14.6% |
| 6M | -6.3% | +1.1% | -7.3% | -6.4% |
| YTD | +15.7% | -2.0% | +17.7% | +15.5% |
| 1Y | +54.8% | +140.0% | -85.2% | +50.8% |
| All | +54.8% | +135.8% | -81.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling