+231.2%
GDXJ vs WMB
+282.5%
-51.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.1% | +7.8% | -15.9% | -10.0% |
| 30D | -5.5% | -5.1% | -0.4% | -4.6% |
| 3M | -14.6% | -4.7% | -9.8% | -14.1% |
| 6M | -23.2% | -7.4% | -15.8% | -22.5% |
| YTD | -13.0% | +17.5% | -30.4% | -18.3% |
| 1Y | +2.8% | +19.5% | -16.7% | -4.1% |
| 3Y | +221.5% | +121.3% | +100.2% | +149.7% |
| 5Y | +123.4% | +200.5% | -77.2% | +61.5% |
| All | +231.2% | +282.5% | -51.3% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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