+177.3%
GDX vs WMB
+817.8%
-640.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +13.6% | -13.8% | +27.4% | +17.9% |
| 30D | +2.5% | -10.3% | +12.8% | +5.1% |
| 3M | +4.4% | -10.1% | +14.4% | +6.6% |
| 6M | -5.2% | -11.8% | +6.6% | -3.1% |
| YTD | +2.1% | +8.9% | -6.8% | -1.7% |
| 1Y | +24.7% | +14.0% | +10.7% | +18.5% |
| 3Y | +211.3% | +100.5% | +110.8% | +151.2% |
| 5Y | +186.7% | +179.5% | +7.2% | +110.6% |
| 10Y | +285.3% | +272.7% | +12.6% | +142.5% |
| All | +177.3% | +817.8% | -640.6% | -25.7% |
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