+281.6%
GDX vs WM
+306.5%
-24.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +18.6% | -2.4% | +21.0% | +19.2% |
| 3M | +14.9% | +0.4% | +14.5% | +14.1% |
| 6M | -6.3% | -9.5% | +3.2% | -4.6% |
| YTD | +15.7% | +0.5% | +15.2% | +14.6% |
| 1Y | +54.8% | -1.1% | +55.9% | +53.6% |
| 3Y | +253.4% | +46.0% | +207.4% | +216.1% |
| 5Y | +219.7% | +51.8% | +167.8% | +182.6% |
| All | +281.6% | +306.5% | -24.9% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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