+229.8%
GDXJ vs WM
+52.1%
+177.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +17.9% | -2.4% | +20.2% | +18.5% |
| 3M | +15.3% | +0.4% | +14.9% | +14.1% |
| 6M | -9.4% | -9.5% | 0.0% | -7.3% |
| YTD | +13.4% | +0.5% | +12.9% | +11.6% |
| 1Y | +59.7% | -1.1% | +60.7% | +57.8% |
| 3Y | +283.6% | +46.0% | +237.5% | +220.9% |
| All | +229.8% | +52.1% | +177.7% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling