+145.1%
GDX vs WETO
-99.4%
+244.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.5% | -3.4% |
| 7D | -5.4% | -19.9% | +14.5% | -5.6% |
| 30D | +6.6% | -42.7% | +49.2% | +8.6% |
| 3M | +30.1% | -97.7% | +127.8% | +28.6% |
| 6M | -7.1% | -94.4% | +87.3% | -3.5% |
| YTD | +12.0% | -97.0% | +109.0% | +14.3% |
| 1Y | +41.2% | -98.9% | +140.1% | +41.0% |
| All | +145.1% | -99.4% | +244.5% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling