+291.6%
GDX vs WCN
+235.2%
+56.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.2% |
| 7D | -5.4% | -4.4% | -1.0% | -4.2% |
| 30D | +6.6% | -4.4% | +11.0% | +7.9% |
| 3M | +30.1% | +0.5% | +29.6% | +29.3% |
| 6M | -7.1% | -3.3% | -3.8% | -6.9% |
| YTD | +12.0% | -8.5% | +20.5% | +14.1% |
| 1Y | +41.2% | -8.9% | +50.1% | +43.9% |
| 3Y | +251.0% | +18.0% | +232.9% | +233.7% |
| 5Y | +226.7% | +25.0% | +201.7% | +204.8% |
| All | +291.6% | +235.2% | +56.4% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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