+315.3%
GDX vs WU
-40.9%
+356.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | +1.9% | -4.9% | +6.8% | +2.5% |
| 30D | +9.9% | -1.3% | +11.2% | +10.0% |
| 3M | +28.2% | -3.6% | +31.8% | +28.2% |
| 6M | -2.9% | -24.3% | +21.4% | -0.2% |
| YTD | +16.0% | -21.1% | +37.1% | +18.4% |
| 1Y | +49.9% | -10.3% | +60.2% | +50.2% |
| 3Y | +263.6% | -28.4% | +291.9% | +272.1% |
| 5Y | +233.6% | -51.2% | +284.8% | +251.4% |
| 10Y | +315.3% | -39.6% | +355.0% | +371.7% |
| All | +315.3% | -40.9% | +356.2% | +371.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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