+238.4%
GDX vs WY
-20.2%
+258.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | +9.9% | -9.9% | +19.8% | +13.6% |
| 3M | +28.2% | -7.5% | +35.7% | +31.0% |
| 6M | -2.9% | -5.1% | +2.2% | -1.6% |
| YTD | +16.0% | -2.1% | +18.1% | +16.0% |
| 1Y | +49.9% | -7.3% | +57.2% | +52.3% |
| 3Y | +263.6% | -22.6% | +286.2% | +288.7% |
| All | +238.4% | -20.2% | +258.6% | +274.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling