+258.1%
GDX vs WBD
+144.6%
+113.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +9.9% | +3.9% | +6.1% | +9.5% |
| 3M | +28.2% | +5.1% | +23.1% | +27.5% |
| 6M | -2.9% | +0.6% | -3.5% | -3.0% |
| YTD | +16.0% | -3.2% | +19.1% | +16.3% |
| 1Y | +49.9% | +127.7% | -77.8% | +36.5% |
| All | +258.1% | +144.6% | +113.5% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling