+32.3%
GDX vs WOLF
+51.6%
-19.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.7% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +9.9% | -6.9% | +16.8% | +10.4% |
| 3M | +28.2% | -44.1% | +72.3% | +34.5% |
| 6M | -2.9% | +53.6% | -56.5% | -9.9% |
| YTD | +16.0% | +56.7% | -40.7% | +7.1% |
| All | +32.3% | +51.6% | -19.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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