+40.2%
GDX vs WFC
+15.0%
+25.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -2.2% | +0.4% | -2.5% | -2.3% |
| 30D | +6.8% | +1.5% | +5.2% | +6.4% |
| 3M | +24.9% | +10.2% | +14.7% | +21.6% |
| 6M | -4.2% | +18.8% | -23.0% | -9.3% |
| YTD | +13.2% | -1.5% | +14.7% | +12.4% |
| 1Y | +40.2% | +13.5% | +26.7% | +35.0% |
| All | +40.2% | +15.0% | +25.2% | +35.0% |
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