+212.7%
GDX vs WSM
+260.3%
-47.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -2.1% | +5.1% | -7.2% | -2.8% |
| 3M | -7.5% | +5.1% | -12.6% | -8.2% |
| 6M | -15.2% | +48.6% | -63.8% | -19.8% |
| YTD | -4.8% | +44.2% | -49.0% | -9.6% |
| 1Y | +6.7% | +38.1% | -31.4% | +1.8% |
| 3Y | +212.7% | +257.2% | -44.5% | +118.0% |
| All | +212.7% | +260.3% | -47.5% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling