+243.4%
GDX vs WWD
+157.3%
+86.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.5% | +2.9% |
| 7D | +15.6% | +4.2% | +11.4% | +13.8% |
| 30D | +2.4% | -0.8% | +3.2% | +2.5% |
| 3M | +1.7% | -8.2% | +9.9% | +4.1% |
| 6M | -3.3% | -9.8% | +6.5% | -0.8% |
| YTD | +6.6% | +10.4% | -3.8% | +4.6% |
| 1Y | +27.0% | +25.5% | +1.5% | +21.1% |
| 3Y | +243.4% | +155.8% | +87.6% | +168.4% |
| All | +243.4% | +157.3% | +86.1% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling