+220.4%
GDXJ vs WSM
+175.3%
+45.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +5.0% | -7.7% | +12.7% | +6.4% |
| 3M | +24.1% | +3.8% | +20.3% | +23.2% |
| 6M | -7.4% | +22.7% | -30.0% | -10.6% |
| YTD | +10.2% | +28.0% | -17.8% | +5.6% |
| 1Y | +42.5% | +12.7% | +29.8% | +39.0% |
| 3Y | +285.7% | +231.3% | +54.4% | +199.0% |
| All | +220.4% | +175.3% | +45.1% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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