+214.2%
GDX vs WM
+914.5%
-700.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +18.6% | -2.4% | +21.0% | +19.5% |
| 3M | +14.9% | +0.4% | +14.5% | +13.9% |
| 6M | -6.3% | -9.5% | +3.2% | -4.0% |
| YTD | +15.7% | +0.5% | +15.2% | +14.2% |
| 1Y | +54.8% | -1.1% | +55.9% | +53.1% |
| 3Y | +253.4% | +46.0% | +207.4% | +201.8% |
| 5Y | +219.7% | +51.8% | +167.8% | +167.1% |
| 10Y | +300.2% | +307.5% | -7.3% | +121.5% |
| All | +214.2% | +914.5% | -700.3% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling