+220.4%
GDXJ vs WTW
+42.0%
+178.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -5.7% | +2.9% | -2.0% |
| 30D | +5.0% | -7.3% | +12.2% | +6.1% |
| 3M | +24.1% | +21.5% | +2.6% | +20.9% |
| 6M | -7.4% | +9.6% | -17.0% | -8.4% |
| YTD | +10.2% | -3.3% | +13.5% | +11.5% |
| 1Y | +42.5% | -6.1% | +48.7% | +45.2% |
| 3Y | +285.7% | +61.8% | +223.9% | +226.3% |
| All | +220.4% | +42.0% | +178.4% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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