+243.4%
GDX vs WEC
+60.5%
+182.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +4.0% |
| 7D | +15.6% | +0.2% | +15.3% | +15.5% |
| 30D | +2.4% | +12.9% | -10.5% | -1.8% |
| 3M | +1.7% | +9.8% | -8.0% | -1.8% |
| 6M | -3.3% | +6.7% | -10.0% | -5.9% |
| YTD | +6.6% | +14.0% | -7.3% | +0.7% |
| 1Y | +27.0% | +7.3% | +19.6% | +23.2% |
| 3Y | +243.4% | +63.8% | +179.6% | +140.8% |
| All | +243.4% | +60.5% | +182.8% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling