+695.1%
WDC vs GDX
+314.5%
+380.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.5% | +9.8% | +8.7% |
| 7D | -3.2% | +0.7% | -4.0% | -3.5% |
| 30D | -19.0% | -3.8% | -15.3% | -18.5% |
| 3M | -28.4% | -5.4% | -23.0% | -28.1% |
| 6M | -39.2% | -12.7% | -26.5% | -38.0% |
| YTD | +82.1% | -0.7% | +82.7% | +80.1% |
| 1Y | +84.7% | +11.9% | +72.8% | +77.9% |
| 3Y | +825.6% | +223.9% | +601.7% | +603.9% |
| 5Y | +608.2% | +163.2% | +445.0% | +445.2% |
| 10Y | +695.1% | +349.2% | +346.0% | +471.7% |
| All | +695.1% | +314.5% | +380.6% | +471.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling