+147.9%
GDX vs WETO
-99.4%
+247.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -2.2% |
| 30D | +6.8% | -39.9% | +46.7% | +9.0% |
| 3M | +24.9% | -97.9% | +122.8% | +23.3% |
| 6M | -4.2% | -95.0% | +90.8% | -0.8% |
| YTD | +13.2% | -97.2% | +110.4% | +15.5% |
| 1Y | +40.2% | -98.9% | +139.1% | +39.9% |
| All | +147.9% | -99.4% | +247.3% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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