+291.6%
GDX vs WSM
+1,058.9%
-767.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | +6.6% | -10.7% | +17.3% | +7.9% |
| 3M | +30.1% | +8.5% | +21.6% | +28.9% |
| 6M | -7.1% | +19.6% | -26.7% | -8.9% |
| YTD | +12.0% | +26.6% | -14.6% | +9.1% |
| 1Y | +41.2% | +12.0% | +29.3% | +39.1% |
| 3Y | +251.0% | +226.6% | +24.3% | +204.5% |
| 5Y | +226.7% | +174.1% | +52.6% | +182.5% |
| All | +291.6% | +1,058.9% | -767.2% | +195.5% |
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