+227.4%
GDX vs WU
-19.6%
+247.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | -1.1% | +19.7% | +18.8% |
| 3M | +14.9% | -3.9% | +18.7% | +15.0% |
| 6M | -6.3% | -20.7% | +14.4% | -2.3% |
| YTD | +15.7% | -18.4% | +34.1% | +19.5% |
| 1Y | +54.8% | -8.1% | +62.9% | +54.8% |
| 3Y | +253.4% | -24.2% | +277.6% | +263.5% |
| 5Y | +219.7% | -50.4% | +270.1% | +257.8% |
| 10Y | +300.2% | -40.0% | +340.2% | +307.2% |
| All | +227.4% | -19.6% | +247.0% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling