+227.7%
GDX vs WFC
+125.2%
+102.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | +9.5% | +0.8% | +8.7% | +9.3% |
| 3M | +25.1% | +9.3% | +15.8% | +23.6% |
| 6M | -2.9% | +10.6% | -13.6% | -4.3% |
| YTD | +14.7% | -4.1% | +18.8% | +14.8% |
| 1Y | +47.4% | +13.6% | +33.9% | +44.9% |
| 3Y | +259.7% | +130.7% | +129.0% | +218.0% |
| 5Y | +227.7% | +126.7% | +100.9% | +185.9% |
| All | +227.7% | +125.2% | +102.5% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling