+211.8%
GDXJ vs WAT
+166.5%
+45.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -6.2% | -2.9% | -3.3% | -5.6% |
| 30D | +4.6% | -3.2% | +7.9% | +5.5% |
| 3M | +31.3% | +10.6% | +20.7% | +28.7% |
| 6M | -10.7% | +34.0% | -44.7% | -15.8% |
| YTD | +9.1% | +5.7% | +3.3% | +7.1% |
| 1Y | +44.1% | +37.1% | +7.1% | +33.9% |
| 3Y | +285.4% | +52.4% | +233.0% | +239.2% |
| 5Y | +228.4% | -4.4% | +232.8% | +211.1% |
| All | +211.8% | +166.5% | +45.3% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling