+214.2%
GDX vs WCC
+439.4%
-225.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -3.1% |
| 7D | -0.4% | +4.5% | -4.9% | -1.4% |
| 30D | +18.6% | -5.8% | +24.4% | +20.1% |
| 3M | +14.9% | -3.7% | +18.5% | +15.5% |
| 6M | -6.3% | +23.1% | -29.3% | -10.9% |
| YTD | +15.7% | +44.2% | -28.4% | +6.2% |
| 1Y | +54.8% | +62.1% | -7.3% | +38.2% |
| 3Y | +253.4% | +121.1% | +132.3% | +181.8% |
| 5Y | +219.7% | +214.0% | +5.7% | +123.7% |
| 10Y | +300.2% | +472.8% | -172.6% | +113.4% |
| All | +214.2% | +439.4% | -225.2% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling