+74.5%
GDXJ vs WTW
+487.3%
-412.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -2.8% | -5.7% | +2.9% | -1.4% |
| 30D | +5.0% | -7.3% | +12.2% | +6.9% |
| 3M | +24.1% | +21.5% | +2.6% | +18.0% |
| 6M | -7.4% | +9.6% | -17.0% | -10.2% |
| YTD | +10.2% | -3.3% | +13.5% | +9.9% |
| 1Y | +42.5% | -6.1% | +48.7% | +43.1% |
| 3Y | +285.7% | +61.8% | +223.9% | +225.2% |
| 5Y | +231.9% | +42.7% | +189.2% | +187.6% |
| 10Y | +230.0% | +197.2% | +32.7% | +127.0% |
| All | +74.5% | +487.3% | -412.8% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling