+285.7%
GDXJ vs WU
-28.7%
+314.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | +5.0% | -2.9% | +7.9% | +5.3% |
| 3M | +24.1% | -2.3% | +26.3% | +23.7% |
| 6M | -7.4% | -25.4% | +18.0% | -5.1% |
| YTD | +10.2% | -21.2% | +31.4% | +12.0% |
| 1Y | +42.5% | -8.9% | +51.4% | +42.2% |
| 3Y | +285.7% | -29.0% | +314.7% | +294.7% |
| All | +285.7% | -28.7% | +314.5% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling