+77.5%
GDXJ vs WAT
+561.1%
-483.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +8.4% | -1.0% | +9.4% | +8.8% |
| 3M | +25.5% | +10.9% | +14.6% | +22.3% |
| 6M | -6.3% | +33.2% | -39.5% | -13.2% |
| YTD | +12.1% | +6.1% | +6.0% | +9.5% |
| 1Y | +51.1% | +30.2% | +20.8% | +39.3% |
| 3Y | +296.1% | +52.9% | +243.2% | +236.2% |
| 5Y | +228.1% | -5.1% | +233.2% | +212.6% |
| 10Y | +211.8% | +152.6% | +59.2% | +111.1% |
| All | +77.5% | +561.1% | -483.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling