+189.5%
GDX vs WFC
+349.8%
-160.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.2% |
| 7D | +15.6% | +0.1% | +15.4% | +15.6% |
| 30D | +2.4% | +2.9% | -0.5% | +2.2% |
| 3M | +1.7% | -1.4% | +3.2% | +1.9% |
| 6M | -3.3% | +14.3% | -17.7% | -4.5% |
| YTD | +6.6% | -6.2% | +12.8% | +7.1% |
| 1Y | +27.0% | +1.6% | +25.4% | +26.6% |
| 3Y | +243.4% | +126.9% | +116.5% | +216.6% |
| 5Y | +194.2% | +94.0% | +100.2% | +173.0% |
| 10Y | +310.1% | +134.0% | +176.1% | +263.9% |
| All | +189.5% | +349.8% | -160.3% | +132.9% |
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 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