+289.0%
GDX vs WMB
+309.4%
-20.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -1.3% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +9.5% | +7.7% | +1.8% | +7.5% |
| 3M | +25.1% | +6.7% | +18.4% | +22.8% |
| 6M | -2.9% | +3.6% | -6.6% | -4.4% |
| YTD | +14.7% | +28.0% | -13.3% | +7.6% |
| 1Y | +47.4% | +37.6% | +9.8% | +35.8% |
| 3Y | +259.7% | +149.0% | +110.7% | +189.3% |
| 5Y | +227.7% | +285.3% | -57.7% | +144.8% |
| 10Y | +289.0% | +302.1% | -13.1% | +184.4% |
| All | +289.0% | +309.4% | -20.5% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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