+215.1%
GDXJ vs WMB
+307.8%
-92.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | +5.0% | -0.4% | +5.4% | +4.8% |
| 3M | +24.1% | +3.2% | +20.9% | +22.3% |
| 6M | -7.4% | +0.1% | -7.4% | -8.2% |
| YTD | +10.2% | +23.9% | -13.6% | +2.3% |
| 1Y | +42.5% | +27.6% | +14.9% | +30.9% |
| 3Y | +285.7% | +141.9% | +143.8% | +192.2% |
| 5Y | +231.9% | +273.8% | -41.9% | +127.5% |
| All | +215.1% | +307.8% | -92.7% | +103.8% |
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