+315.3%
GDX vs WDAY
+111.3%
+204.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | -7.4% | +9.3% | +2.6% |
| 30D | +9.9% | +1.0% | +8.9% | +9.6% |
| 3M | +28.2% | +32.7% | -4.5% | +23.7% |
| 6M | -2.9% | +25.6% | -28.5% | -6.1% |
| YTD | +16.0% | -13.4% | +29.3% | +17.5% |
| 1Y | +49.9% | -19.4% | +69.2% | +52.9% |
| 3Y | +263.6% | -25.8% | +289.3% | +268.4% |
| 5Y | +233.6% | -31.1% | +264.7% | +229.6% |
| 10Y | +315.3% | +113.3% | +202.0% | +263.0% |
| All | +315.3% | +111.3% | +204.1% | +263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling