+349.2%
GDX vs WM
+332.5%
+16.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +0.7% | +0.8% | 0.0% | +0.6% |
| 30D | -3.8% | +13.8% | -17.6% | -6.5% |
| 3M | -5.4% | +6.4% | -11.8% | -6.8% |
| 6M | -12.7% | +13.2% | -25.9% | -15.8% |
| YTD | -0.7% | +10.8% | -11.4% | -3.8% |
| 1Y | +11.9% | +20.2% | -8.3% | +5.9% |
| 3Y | +223.9% | +46.5% | +177.4% | +190.6% |
| 5Y | +163.2% | +61.3% | +101.9% | +129.5% |
| 10Y | +349.2% | +324.8% | +24.4% | +221.2% |
| All | +349.2% | +332.5% | +16.7% | +221.2% |
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