+113.2%
WDC vs GDX
+22.9%
+90.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.0% | -15.8% | -11.0% |
| 7D | -18.3% | +0.8% | -19.1% | -18.9% |
| 30D | -26.7% | -3.2% | -23.4% | -25.7% |
| 3M | -40.9% | +8.6% | -49.5% | -46.1% |
| 6M | -26.8% | -1.2% | -25.5% | -29.4% |
| YTD | +88.2% | -1.4% | +89.6% | +68.8% |
| 1Y | +113.2% | +24.8% | +88.4% | +47.1% |
| All | +113.2% | +22.9% | +90.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling