+72.7%
GDXJ vs WSM
+3,093.8%
-3,021.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.7% |
| 7D | -6.2% | +0.4% | -6.7% | -6.3% |
| 30D | +4.6% | -10.7% | +15.4% | +6.6% |
| 3M | +31.3% | +8.5% | +22.8% | +29.5% |
| 6M | -10.7% | +19.6% | -30.3% | -13.3% |
| YTD | +9.1% | +26.6% | -17.5% | +4.8% |
| 1Y | +44.1% | +12.0% | +32.2% | +40.9% |
| 3Y | +285.4% | +226.6% | +58.7% | +205.2% |
| 5Y | +228.4% | +174.1% | +54.3% | +160.0% |
| 10Y | +226.5% | +1,052.9% | -826.4% | +85.2% |
| All | +72.7% | +3,093.8% | -3,021.1% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling