+215.1%
GDXJ vs WPM
+558.4%
-343.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | -1.0% |
| 7D | -2.8% | -0.6% | -2.3% | -2.3% |
| 30D | +5.0% | +14.4% | -9.5% | -8.4% |
| 3M | +24.1% | +37.0% | -12.9% | -9.1% |
| 6M | -7.4% | +4.1% | -11.5% | -10.7% |
| YTD | +10.2% | +31.7% | -21.5% | -15.4% |
| 1Y | +42.5% | +44.2% | -1.6% | +0.6% |
| 3Y | +285.7% | +265.5% | +20.2% | +10.7% |
| 5Y | +231.9% | +262.5% | -30.6% | -2.4% |
| All | +215.1% | +558.4% | -343.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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