+194.2%
GDX vs WM
+60.4%
+133.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +15.6% | -0.5% | +16.0% | +15.7% |
| 30D | +2.4% | +13.3% | -10.9% | -0.4% |
| 3M | +1.7% | +4.4% | -2.6% | +0.7% |
| 6M | -3.3% | +10.8% | -14.1% | -6.5% |
| YTD | +6.6% | +9.1% | -2.4% | +3.2% |
| 1Y | +27.0% | +19.1% | +7.8% | +19.0% |
| 3Y | +243.4% | +45.7% | +197.7% | +198.6% |
| 5Y | +194.2% | +60.4% | +133.8% | +149.0% |
| All | +194.2% | +60.4% | +133.8% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling