+159.0%
GDX vs WFC
+351.2%
-192.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | -6.2% | +6.8% | -13.0% | -6.7% |
| 3M | -10.0% | -3.0% | -7.0% | -9.8% |
| 6M | -15.8% | +15.4% | -31.2% | -16.9% |
| YTD | -4.6% | -5.9% | +1.3% | -4.2% |
| 1Y | +4.0% | +1.7% | +2.4% | +3.7% |
| 3Y | +211.1% | +124.9% | +86.2% | +187.1% |
| 5Y | +152.3% | +90.5% | +61.8% | +134.4% |
| 10Y | +331.4% | +117.8% | +213.6% | +285.9% |
| All | +159.0% | +351.2% | -192.2% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling