+215.1%
GDXJ vs WAT
+170.9%
+44.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -2.8% | -0.3% | -2.6% | -2.7% |
| 30D | +5.0% | -1.9% | +6.8% | +5.5% |
| 3M | +24.1% | +13.5% | +10.6% | +21.0% |
| 6M | -7.4% | +37.2% | -44.6% | -13.1% |
| YTD | +10.2% | +7.5% | +2.7% | +7.9% |
| 1Y | +42.5% | +35.0% | +7.5% | +32.9% |
| 3Y | +285.7% | +55.1% | +230.6% | +238.2% |
| 5Y | +231.9% | -2.8% | +234.7% | +213.3% |
| All | +215.1% | +170.9% | +44.2% | +160.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling