+214.2%
GDX vs WFC
+370.6%
-156.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -0.4% | +3.8% | -4.2% | -0.7% |
| 30D | +18.6% | +1.5% | +17.1% | +18.4% |
| 3M | +14.9% | +10.9% | +4.0% | +13.8% |
| 6M | -6.3% | +8.4% | -14.7% | -7.0% |
| YTD | +15.7% | -1.9% | +17.6% | +15.7% |
| 1Y | +54.8% | +12.3% | +42.5% | +52.9% |
| 3Y | +253.4% | +132.3% | +121.1% | +225.1% |
| 5Y | +219.7% | +130.1% | +89.6% | +192.1% |
| 10Y | +300.2% | +134.4% | +165.8% | +255.1% |
| All | +214.2% | +370.6% | -156.4% | +151.7% |
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