+310.9%
GDX vs WING
+354.6%
-43.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +9.5% | -6.0% | +15.5% | +10.0% |
| 3M | +25.1% | -23.5% | +48.6% | +28.4% |
| 6M | -2.9% | -52.0% | +49.1% | +4.5% |
| YTD | +14.7% | -53.8% | +68.5% | +23.6% |
| 1Y | +47.4% | -63.8% | +111.2% | +62.6% |
| 3Y | +259.7% | -30.8% | +290.5% | +247.2% |
| 5Y | +227.7% | -34.3% | +261.9% | +208.9% |
| All | +310.9% | +354.6% | -43.7% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling