+1,309.1%
WDC vs GDX
+298.7%
+1,010.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | +7.5% | +1.9% | +5.6% | +6.9% |
| 30D | +10.1% | +9.9% | +0.1% | +6.8% |
| 3M | -6.8% | +28.2% | -35.0% | -13.2% |
| 6M | +84.1% | -2.9% | +87.0% | +83.0% |
| YTD | +180.3% | +16.0% | +164.3% | +168.0% |
| 1Y | +411.1% | +49.9% | +361.2% | +362.7% |
| 3Y | +1,375.0% | +263.6% | +1,111.4% | +1,006.7% |
| 5Y | +991.6% | +233.6% | +758.0% | +713.2% |
| 10Y | +1,309.1% | +315.3% | +993.8% | +921.8% |
| All | +1,309.1% | +298.7% | +1,010.4% | +921.8% |
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