+259.7%
GDX vs WU
-27.2%
+286.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.6% |
| 7D | +4.0% | -0.8% | +4.8% | +4.0% |
| 30D | +9.5% | -1.1% | +10.6% | +9.5% |
| 3M | +25.1% | -1.8% | +26.9% | +24.7% |
| 6M | -2.9% | -23.9% | +21.0% | -1.3% |
| YTD | +14.7% | -20.4% | +35.1% | +16.0% |
| 1Y | +47.4% | -10.6% | +58.0% | +47.4% |
| 3Y | +259.7% | -27.7% | +287.4% | +265.6% |
| All | +259.7% | -27.2% | +286.9% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling