+642.9%
WDC vs GDX
+338.9%
+303.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | -6.8% | +18.9% | +14.1% |
| 30D | -18.8% | -2.1% | -16.7% | -18.7% |
| 3M | -39.3% | -7.5% | -31.8% | -38.7% |
| 6M | -40.1% | -15.2% | -25.0% | -38.4% |
| YTD | +71.8% | -4.8% | +76.6% | +71.9% |
| 1Y | +88.5% | +6.7% | +81.7% | +83.8% |
| 3Y | +770.0% | +212.7% | +557.3% | +568.0% |
| 5Y | +549.0% | +151.7% | +397.4% | +405.4% |
| All | +642.9% | +338.9% | +303.9% | +441.8% |
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