+24.8%
GDX vs WFC
+2.7%
+22.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +8.2% |
| 7D | +0.8% | +4.5% | -3.7% | -0.6% |
| 30D | -3.2% | +7.4% | -10.6% | -5.3% |
| 3M | +8.6% | -0.5% | +9.1% | +8.4% |
| 6M | -1.2% | +11.7% | -12.9% | -5.2% |
| YTD | -1.4% | -4.6% | +3.3% | -0.6% |
| 1Y | +24.8% | +2.5% | +22.3% | +19.1% |
| All | +24.8% | +2.7% | +22.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling