+291.6%
GDX vs WWD
+490.2%
-198.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | +6.6% | -6.6% | +13.2% | +7.9% |
| 3M | +30.1% | -9.3% | +39.4% | +32.3% |
| 6M | -7.1% | -13.6% | +6.5% | -4.7% |
| YTD | +12.0% | +10.4% | +1.6% | +10.2% |
| 1Y | +41.2% | +39.9% | +1.3% | +33.3% |
| 3Y | +251.0% | +165.0% | +85.9% | +195.4% |
| 5Y | +226.7% | +183.8% | +42.9% | +167.6% |
| All | +291.6% | +490.2% | -198.6% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling