+228.4%
GDXJ vs W
-63.9%
+292.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | +4.6% | -5.6% | +10.2% | +5.4% |
| 3M | +31.3% | +41.9% | -10.6% | +25.0% |
| 6M | -10.7% | +30.2% | -40.9% | -14.3% |
| YTD | +9.1% | -2.9% | +12.0% | +7.5% |
| 1Y | +44.1% | +11.6% | +32.5% | +39.4% |
| 3Y | +285.4% | +37.0% | +248.4% | +249.8% |
| 5Y | +228.4% | -62.8% | +291.2% | +181.8% |
| All | +228.4% | -63.9% | +292.3% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling