+158.1%
GDXJ vs WM
+59.1%
+99.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.2% |
| 7D | +13.4% | +1.2% | +12.2% | +13.2% |
| 30D | -1.3% | +13.1% | -14.4% | -4.3% |
| 3M | -1.5% | +3.6% | -5.1% | -2.5% |
| 6M | -12.2% | +8.1% | -20.3% | -14.9% |
| YTD | -5.3% | +8.9% | -14.2% | -8.8% |
| 1Y | +22.0% | +20.3% | +1.7% | +12.9% |
| 3Y | +224.9% | +46.2% | +178.8% | +173.8% |
| All | +158.1% | +59.1% | +99.0% | +111.5% |
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