+260.9%
GDX vs WM
+46.1%
+214.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +18.6% | -2.4% | +21.0% | +18.9% |
| 3M | +14.9% | +0.4% | +14.5% | +14.0% |
| 6M | -6.3% | -9.5% | +3.2% | -4.4% |
| YTD | +15.7% | +0.5% | +15.2% | +14.3% |
| 1Y | +54.8% | -1.1% | +55.9% | +53.8% |
| All | +260.9% | +46.1% | +214.7% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling