+24.7%
GDX vs WM
+20.0%
+4.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +1.5% |
| 7D | +13.6% | +1.2% | +12.4% | +14.0% |
| 30D | +2.5% | +13.1% | -10.6% | +6.9% |
| 3M | +4.4% | +3.6% | +0.8% | +5.3% |
| 6M | -5.2% | +8.1% | -13.3% | -2.7% |
| YTD | +2.1% | +8.9% | -6.8% | +5.7% |
| 1Y | +24.7% | +20.3% | +4.4% | +35.7% |
| All | +24.7% | +20.0% | +4.7% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling