+315.3%
GDX vs WFC
+138.6%
+176.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.0% |
| 7D | +1.9% | +0.4% | +1.4% | +1.9% |
| 30D | +9.9% | +2.5% | +7.5% | +9.8% |
| 3M | +28.2% | +10.0% | +18.2% | +27.5% |
| 6M | -2.9% | +15.1% | -18.0% | -3.7% |
| YTD | +16.0% | -2.2% | +18.2% | +15.9% |
| 1Y | +49.9% | +13.5% | +36.4% | +48.7% |
| 3Y | +263.6% | +135.2% | +128.3% | +248.1% |
| 5Y | +233.6% | +128.3% | +105.2% | +219.1% |
| 10Y | +315.3% | +142.4% | +172.9% | +301.9% |
| All | +315.3% | +138.6% | +176.7% | +301.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling