+123.6%
GDXJ vs WWD
+187.3%
-63.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -8.1% | +4.0% | -12.0% | -9.4% |
| 30D | -5.5% | +0.4% | -5.9% | -5.8% |
| 3M | -14.6% | -7.9% | -6.6% | -12.2% |
| 6M | -23.2% | -10.6% | -12.6% | -20.5% |
| YTD | -13.0% | +9.4% | -22.4% | -15.5% |
| 1Y | +2.8% | +25.7% | -23.0% | -4.9% |
| 3Y | +221.5% | +148.5% | +72.9% | +127.2% |
| All | +123.6% | +187.3% | -63.6% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling