+354.7%
GDXJ vs W
+176.2%
+178.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.8% |
| 7D | +0.2% | -4.2% | +4.4% | +0.6% |
| 30D | +17.9% | -7.6% | +25.4% | +18.9% |
| 3M | +15.3% | +37.2% | -21.9% | +10.8% |
| 6M | -9.4% | +26.3% | -35.8% | -12.4% |
| YTD | +13.4% | -1.0% | +14.4% | +11.9% |
| 1Y | +59.7% | +20.1% | +39.6% | +54.0% |
| 3Y | +283.6% | +37.8% | +245.8% | +249.9% |
| 5Y | +217.6% | -63.7% | +281.3% | +201.3% |
| 10Y | +225.7% | +156.3% | +69.3% | +138.1% |
| All | +354.7% | +176.2% | +178.5% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling