+214.2%
GDX vs WEC
+925.1%
-711.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +18.6% | -1.3% | +19.9% | +19.0% |
| 3M | +14.9% | -3.9% | +18.8% | +16.2% |
| 6M | -6.3% | -8.3% | +2.1% | -3.4% |
| YTD | +15.7% | +3.1% | +12.7% | +13.6% |
| 1Y | +54.8% | +1.9% | +52.9% | +52.5% |
| 3Y | +253.4% | +41.9% | +211.5% | +201.4% |
| 5Y | +219.7% | +30.8% | +188.9% | +179.9% |
| 10Y | +300.2% | +141.9% | +158.3% | +140.9% |
| All | +214.2% | +925.1% | -711.0% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling