+319.2%
GDX vs WDAY
+121.2%
+198.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | +11.5% | -4.6% | +16.0% | +11.9% |
| 30D | -3.1% | +1.2% | -4.4% | -3.3% |
| 3M | -4.4% | +2.6% | -7.0% | -5.0% |
| 6M | -8.6% | +47.8% | -56.3% | -13.0% |
| YTD | +0.8% | -12.1% | +12.9% | +1.9% |
| 1Y | +14.7% | -17.1% | +31.8% | +16.7% |
| 3Y | +228.8% | -17.9% | +246.6% | +228.5% |
| 5Y | +173.4% | -35.1% | +208.5% | +171.6% |
| 10Y | +319.2% | +130.1% | +189.1% | +266.9% |
| All | +319.2% | +121.2% | +198.0% | +266.9% |
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