+211.5%
GDX vs WULF
+219.8%
-8.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.0% | -1.1% |
| 7D | +4.0% | +21.9% | -18.0% | +3.2% |
| 30D | +9.5% | +4.6% | +4.9% | +9.2% |
| 3M | +25.1% | -30.9% | +56.0% | +26.3% |
| 6M | -2.9% | +29.9% | -32.8% | -4.0% |
| YTD | +14.7% | +55.4% | -40.7% | +12.8% |
| 1Y | +47.4% | +94.1% | -46.7% | +43.8% |
| 3Y | +259.7% | +892.2% | -632.5% | +225.7% |
| 5Y | +227.7% | -26.7% | +254.4% | +194.4% |
| 10Y | +289.0% | +94.0% | +195.0% | +248.7% |
| All | +211.5% | +219.8% | -8.3% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WULF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling