+214.2%
GDX vs WMB
+954.4%
-740.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +18.6% | +3.3% | +15.4% | +17.2% |
| 3M | +14.9% | +3.1% | +11.8% | +13.3% |
| 6M | -6.3% | -0.7% | -5.5% | -6.8% |
| YTD | +15.7% | +25.2% | -9.4% | +7.7% |
| 1Y | +54.8% | +32.9% | +22.0% | +41.6% |
| 3Y | +253.4% | +140.6% | +112.9% | +172.6% |
| 5Y | +219.7% | +273.5% | -53.8% | +118.2% |
| 10Y | +300.2% | +334.2% | -34.0% | +142.7% |
| All | +214.2% | +954.4% | -740.3% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling