+301.2%
GDX vs WM
+339.4%
-38.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.6% |
| 7D | +13.6% | +1.2% | +12.4% | +13.4% |
| 30D | +2.5% | +13.1% | -10.6% | -0.3% |
| 3M | +4.4% | +3.6% | +0.8% | +3.4% |
| 6M | -5.2% | +8.1% | -13.3% | -7.5% |
| YTD | +2.1% | +8.9% | -6.8% | -0.7% |
| 1Y | +24.7% | +20.3% | +4.4% | +17.9% |
| 3Y | +211.3% | +46.2% | +165.1% | +179.9% |
| 5Y | +186.7% | +59.9% | +126.8% | +151.3% |
| All | +301.2% | +339.4% | -38.3% | +244.3% |
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