+259.7%
GDX vs WWD
+164.2%
+95.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.3% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +9.5% | -6.4% | +15.9% | +11.5% |
| 3M | +25.1% | -5.6% | +30.7% | +26.6% |
| 6M | -2.9% | -9.1% | +6.2% | -0.6% |
| YTD | +14.7% | +12.5% | +2.2% | +12.1% |
| 1Y | +47.4% | +41.3% | +6.1% | +37.0% |
| 3Y | +259.7% | +170.2% | +89.5% | +183.0% |
| All | +259.7% | +164.2% | +95.5% | +183.0% |
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