+233.6%
GDX vs WSM
+182.5%
+51.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | +2.6% | -0.7% | +1.5% |
| 30D | +9.9% | -9.3% | +19.2% | +11.4% |
| 3M | +28.2% | +7.1% | +21.1% | +26.9% |
| 6M | -2.9% | +21.7% | -24.6% | -5.6% |
| YTD | +16.0% | +28.7% | -12.8% | +11.9% |
| 1Y | +49.9% | +13.9% | +36.0% | +46.6% |
| 3Y | +263.6% | +232.2% | +31.4% | +198.1% |
| 5Y | +233.6% | +176.4% | +57.2% | +169.6% |
| All | +233.6% | +182.5% | +51.1% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling