+169.2%
GDX vs WU
-21.8%
+191.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -6.8% | -2.0% | -4.8% | -6.4% |
| 30D | -2.1% | +11.4% | -13.5% | -4.5% |
| 3M | -7.5% | -6.8% | -0.7% | -6.3% |
| 6M | -15.2% | -14.6% | -0.5% | -13.0% |
| YTD | -4.8% | -20.6% | +15.8% | -1.3% |
| 1Y | +6.7% | -15.4% | +22.1% | +9.0% |
| 3Y | +212.7% | -23.6% | +236.3% | +221.0% |
| 5Y | +151.7% | -43.4% | +195.0% | +172.8% |
| 10Y | +330.3% | -38.8% | +369.1% | +334.0% |
| All | +169.2% | -21.8% | +191.1% | +109.9% |
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