+326.3%
GDX vs WY
+5.0%
+321.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.6% |
| 7D | -6.8% | -0.8% | -6.0% | -6.6% |
| 30D | -2.1% | +10.1% | -12.2% | -4.1% |
| 3M | -7.5% | -15.4% | +7.9% | -4.3% |
| 6M | -15.2% | -8.3% | -6.9% | -13.9% |
| YTD | -4.8% | -9.8% | +5.0% | -3.1% |
| 1Y | +6.7% | -3.9% | +10.6% | +7.2% |
| 3Y | +212.7% | -23.3% | +236.1% | +226.4% |
| 5Y | +151.7% | -31.2% | +182.9% | +166.2% |
| All | +326.3% | +5.0% | +321.2% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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