+327.3%
GDX vs WPM
+752.0%
-424.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -1.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.1% |
| 30D | -6.2% | -3.1% | -3.1% | -3.7% |
| 3M | -10.0% | -2.2% | -7.9% | -8.6% |
| 6M | -15.8% | -7.4% | -8.4% | -10.0% |
| YTD | -4.6% | +12.6% | -17.2% | -13.9% |
| 1Y | +4.0% | +22.8% | -18.8% | -12.9% |
| 3Y | +211.1% | +213.6% | -2.6% | +17.5% |
| 5Y | +152.3% | +211.2% | -58.9% | -3.5% |
| All | +327.3% | +752.0% | -424.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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