+142.1%
WBD vs GDXJ
+285.5%
-143.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.3% |
| 30D | +1.4% | +5.0% | -3.5% | +0.4% |
| 3M | +4.4% | +24.1% | -19.7% | -0.1% |
| 6M | +0.8% | -7.4% | +8.2% | +1.3% |
| YTD | -2.7% | +10.2% | -12.9% | -7.6% |
| 1Y | +73.4% | +42.5% | +30.9% | +50.0% |
| 3Y | +142.1% | +285.7% | -143.6% | +28.0% |
| All | +142.1% | +285.5% | -143.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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