+326.3%
GDX vs WSM
+1,131.4%
-805.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -2.1% | +5.1% | -7.2% | -2.6% |
| 3M | -7.5% | +5.1% | -12.6% | -8.1% |
| 6M | -15.2% | +48.6% | -63.8% | -18.8% |
| YTD | -4.8% | +44.2% | -49.0% | -8.6% |
| 1Y | +6.7% | +38.1% | -31.4% | +2.8% |
| 3Y | +212.7% | +257.2% | -44.5% | +168.2% |
| 5Y | +151.7% | +165.1% | -13.5% | +117.0% |
| All | +326.3% | +1,131.4% | -805.1% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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