+24.8%
GDX vs WDAY
-14.6%
+39.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +9.2% |
| 7D | +0.8% | -1.2% | +2.0% | +0.6% |
| 30D | -3.2% | +6.8% | -10.1% | -2.6% |
| 3M | +8.6% | +17.8% | -9.3% | +11.2% |
| 6M | -1.2% | +57.8% | -59.1% | +6.4% |
| YTD | -1.4% | -6.0% | +4.6% | +11.7% |
| 1Y | +24.8% | -13.5% | +38.3% | +41.5% |
| All | +24.8% | -14.6% | +39.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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