+111.5%
WDAY vs GDXJ
+233.7%
-122.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | -10.5% | -6.2% | -4.3% | -9.9% |
| 30D | +2.1% | +4.6% | -2.5% | +1.4% |
| 3M | +34.6% | +31.3% | +3.4% | +29.6% |
| 6M | +29.9% | -10.7% | +40.6% | +30.4% |
| YTD | -13.8% | +9.1% | -22.9% | -16.7% |
| 1Y | -18.3% | +44.1% | -62.4% | -24.8% |
| 3Y | -26.2% | +285.4% | -311.5% | -43.1% |
| 5Y | -30.8% | +228.4% | -259.2% | -46.3% |
| All | +111.5% | +233.7% | -122.2% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling