+349.2%
GDX vs WCC
+453.1%
-104.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.1% |
| 7D | +0.7% | +3.3% | -2.6% | 0.0% |
| 30D | -3.8% | -9.4% | +5.7% | -2.5% |
| 3M | -5.4% | -10.5% | +5.1% | -4.1% |
| 6M | -12.7% | -10.4% | -2.3% | -11.6% |
| YTD | -0.7% | +34.4% | -35.1% | -6.4% |
| 1Y | +11.9% | +27.7% | -15.8% | +6.3% |
| 3Y | +223.9% | +137.9% | +86.0% | +169.6% |
| 5Y | +163.2% | +147.0% | +16.2% | +109.9% |
| 10Y | +349.2% | +442.5% | -93.3% | +147.3% |
| All | +349.2% | +453.1% | -104.0% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling