+227.7%
GDX vs WDAY
-32.3%
+260.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.5% |
| 7D | +4.0% | -6.1% | +10.0% | +4.5% |
| 30D | +9.5% | +3.7% | +5.8% | +9.0% |
| 3M | +25.1% | +29.6% | -4.5% | +21.7% |
| 6M | -2.9% | +23.3% | -26.3% | -5.1% |
| YTD | +14.7% | -13.3% | +28.0% | +18.4% |
| 1Y | +47.4% | -19.6% | +67.1% | +53.5% |
| 3Y | +259.7% | -25.7% | +285.4% | +268.8% |
| 5Y | +227.7% | -31.6% | +259.2% | +209.8% |
| All | +227.7% | -32.3% | +260.0% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling