+7.0%
GDX vs WMB
+17.9%
-11.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -3.8% |
| 7D | -4.6% | +8.1% | -12.6% | -3.6% |
| 30D | -6.2% | -6.9% | +0.7% | -6.9% |
| 3M | -10.0% | -5.1% | -4.9% | -10.6% |
| 6M | -15.8% | -5.7% | -10.0% | -16.5% |
| YTD | -4.6% | +18.1% | -22.6% | -6.7% |
| All | +7.0% | +17.9% | -11.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling