+296.0%
GDX vs WTW
+198.0%
+97.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.2% | -5.7% | +3.5% | -1.3% |
| 30D | +6.8% | -7.3% | +14.0% | +8.0% |
| 3M | +24.9% | +21.5% | +3.5% | +21.0% |
| 6M | -4.2% | +9.6% | -13.8% | -5.9% |
| YTD | +13.2% | -3.3% | +16.5% | +13.4% |
| 1Y | +40.2% | -6.1% | +46.3% | +41.2% |
| 3Y | +249.6% | +61.8% | +187.8% | +210.9% |
| 5Y | +230.4% | +42.7% | +187.7% | +199.1% |
| All | +296.0% | +198.0% | +97.9% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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