+119.4%
GDX vs WDAY
+307.5%
-188.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.8% |
| 7D | -0.4% | -4.4% | +4.0% | -0.1% |
| 30D | +18.6% | +14.7% | +3.9% | +17.2% |
| 3M | +14.9% | +32.4% | -17.5% | +12.0% |
| 6M | -6.3% | +36.9% | -43.1% | -9.2% |
| YTD | +15.7% | -8.8% | +24.6% | +16.3% |
| 1Y | +54.8% | -15.3% | +70.1% | +56.4% |
| 3Y | +253.4% | -21.2% | +274.6% | +255.1% |
| 5Y | +219.7% | -29.5% | +249.2% | +216.1% |
| 10Y | +300.2% | +120.0% | +180.2% | +273.9% |
| All | +119.4% | +307.5% | -188.1% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling