+285.7%
GDXJ vs GWW
+89.6%
+196.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.8% | -3.4% | +0.6% | -2.4% |
| 30D | +5.0% | -1.9% | +6.9% | +5.2% |
| 3M | +24.1% | -2.4% | +26.5% | +24.1% |
| 6M | -7.4% | +15.7% | -23.1% | -10.4% |
| YTD | +10.2% | +27.6% | -17.4% | +6.6% |
| 1Y | +42.5% | +27.2% | +15.3% | +38.0% |
| 3Y | +285.7% | +89.7% | +196.0% | +255.4% |
| All | +285.7% | +89.6% | +196.1% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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