+214.2%
GDX vs WPM
+2,251.2%
-2,037.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -0.4% | +1.1% | -1.5% | -1.2% |
| 30D | +18.6% | +26.4% | -7.7% | -0.3% |
| 3M | +14.9% | +20.8% | -5.9% | +0.2% |
| 6M | -6.3% | +1.1% | -7.4% | -6.4% |
| YTD | +15.7% | +32.5% | -16.7% | -4.9% |
| 1Y | +54.8% | +51.5% | +3.3% | +15.9% |
| 3Y | +253.4% | +267.0% | -13.6% | +40.4% |
| 5Y | +219.7% | +250.1% | -30.5% | +33.3% |
| 10Y | +300.2% | +540.4% | -240.2% | +6.6% |
| All | +214.2% | +2,251.2% | -2,037.0% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling