+220.4%
GDXJ vs WAT
-3.5%
+223.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 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% | +20.5% |
| 6M | -7.4% | +37.2% | -44.6% | -14.0% |
| YTD | +10.2% | +7.5% | +2.7% | +7.5% |
| 1Y | +42.5% | +35.0% | +7.5% | +31.1% |
| 3Y | +285.7% | +55.1% | +230.6% | +219.9% |
| All | +220.4% | -3.5% | +223.9% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling