+49.9%
GDXJ vs WM
+1,003.6%
-953.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.5% |
| 7D | +13.4% | +1.2% | +12.2% | +13.0% |
| 30D | -1.3% | +13.1% | -14.4% | -5.7% |
| 3M | -1.5% | +3.6% | -5.1% | -3.1% |
| 6M | -12.2% | +8.1% | -20.3% | -15.8% |
| YTD | -5.3% | +8.9% | -14.2% | -9.7% |
| 1Y | +22.0% | +20.3% | +1.7% | +11.6% |
| 3Y | +224.9% | +46.2% | +178.8% | +172.3% |
| 5Y | +160.6% | +59.9% | +100.7% | +109.2% |
| 10Y | +203.0% | +345.6% | -142.6% | +61.6% |
| All | +49.9% | +1,003.6% | -953.7% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling