+305.7%
GDX vs WWD
+498.9%
-193.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.9% | +0.6% | +1.2% | +1.8% |
| 30D | +9.9% | -5.1% | +15.0% | +10.9% |
| 3M | +28.2% | -11.2% | +39.4% | +30.9% |
| 6M | -2.9% | -12.0% | +9.1% | -0.7% |
| YTD | +16.0% | +12.0% | +4.0% | +13.8% |
| 1Y | +49.9% | +42.8% | +7.1% | +41.0% |
| 3Y | +263.6% | +168.9% | +94.6% | +205.1% |
| 5Y | +233.6% | +192.2% | +41.4% | +171.9% |
| All | +305.7% | +498.9% | -193.3% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling