+326.3%
GDX vs WM
+330.8%
-4.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +3.2% | -10.0% | -7.4% |
| 30D | -2.1% | +13.0% | -15.1% | -4.8% |
| 3M | -7.5% | +9.2% | -16.7% | -9.4% |
| 6M | -15.2% | +13.6% | -28.8% | -18.2% |
| YTD | -4.8% | +12.4% | -17.2% | -8.2% |
| 1Y | +6.7% | +21.2% | -14.5% | +0.8% |
| 3Y | +212.7% | +48.7% | +164.1% | +179.7% |
| 5Y | +151.7% | +61.9% | +89.8% | +119.3% |
| All | +326.3% | +330.8% | -4.5% | +205.0% |
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