+224.1%
GDX vs WTW
+42.0%
+182.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | -2.2% | -5.7% | +3.5% | -1.5% |
| 30D | +6.8% | -7.3% | +14.0% | +7.7% |
| 3M | +24.9% | +21.5% | +3.5% | +22.4% |
| 6M | -4.2% | +9.6% | -13.8% | -5.0% |
| YTD | +13.2% | -3.3% | +16.5% | +14.5% |
| 1Y | +40.2% | -6.1% | +46.3% | +42.6% |
| 3Y | +249.6% | +61.8% | +187.8% | +207.4% |
| All | +224.1% | +42.0% | +182.1% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling