+231.2%
GDXJ vs W
+212.4%
+18.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -8.1% | +0.2% | -8.3% | -8.1% |
| 30D | -5.5% | +6.8% | -12.3% | -6.2% |
| 3M | -14.6% | +10.7% | -25.2% | -15.6% |
| 6M | -23.2% | +86.3% | -109.6% | -29.1% |
| YTD | -13.0% | +11.5% | -24.4% | -15.5% |
| 1Y | +2.8% | +5.1% | -2.3% | +0.3% |
| 3Y | +221.5% | +171.0% | +50.5% | +170.7% |
| 5Y | +123.4% | -56.6% | +180.0% | +108.2% |
| All | +231.2% | +212.4% | +18.8% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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