+169.7%
GDX vs WWD
+2,364.6%
-2,194.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | +0.7% | +3.7% | -3.0% | -0.2% |
| 30D | -3.8% | +1.8% | -5.6% | -4.3% |
| 3M | -5.4% | -5.0% | -0.5% | -4.6% |
| 6M | -12.7% | -8.4% | -4.3% | -11.3% |
| YTD | -0.7% | +12.3% | -12.9% | -3.4% |
| 1Y | +11.9% | +26.2% | -14.4% | +5.8% |
| 3Y | +223.9% | +154.6% | +69.3% | +159.2% |
| 5Y | +163.2% | +195.3% | -32.1% | +101.0% |
| 10Y | +349.2% | +466.3% | -117.1% | +173.8% |
| All | +169.7% | +2,364.6% | -2,194.9% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling