+211.8%
GDXJ vs WM
+305.2%
-93.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +8.4% | -4.3% | +12.8% | +10.0% |
| 3M | +25.5% | +0.8% | +24.8% | +24.2% |
| 6M | -6.3% | -10.8% | +4.4% | -3.6% |
| YTD | +12.1% | -0.1% | +12.1% | +10.5% |
| 1Y | +51.1% | +1.0% | +50.0% | +47.9% |
| 3Y | +296.1% | +45.1% | +251.0% | +233.3% |
| 5Y | +228.1% | +52.1% | +176.0% | +169.6% |
| 10Y | +211.8% | +302.9% | -91.1% | +113.2% |
| All | +211.8% | +305.2% | -93.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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