+215.1%
GDXJ vs WWD
+498.2%
-283.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -2.8% | -2.6% | -0.2% | -2.1% |
| 30D | +5.0% | -6.9% | +11.9% | +6.9% |
| 3M | +24.1% | -13.0% | +37.1% | +28.4% |
| 6M | -7.4% | -12.5% | +5.1% | -4.2% |
| YTD | +10.2% | +11.8% | -1.6% | +7.2% |
| 1Y | +42.5% | +41.1% | +1.5% | +30.5% |
| 3Y | +285.7% | +163.1% | +122.7% | +197.9% |
| 5Y | +231.9% | +187.6% | +44.2% | +145.9% |
| All | +215.1% | +498.2% | -283.1% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling