+291.6%
GDX vs WY
+7.2%
+284.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.9% |
| 7D | -5.4% | -3.7% | -1.7% | -4.6% |
| 30D | +6.6% | -11.3% | +17.9% | +9.3% |
| 3M | +30.1% | -8.1% | +38.2% | +32.1% |
| 6M | -7.1% | -7.4% | +0.3% | -5.7% |
| YTD | +12.0% | -4.7% | +16.7% | +12.8% |
| 1Y | +41.2% | -9.2% | +50.4% | +43.4% |
| 3Y | +251.0% | -24.7% | +275.7% | +267.9% |
| 5Y | +226.7% | -21.6% | +248.3% | +238.0% |
| All | +291.6% | +7.2% | +284.4% | +258.6% |
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