+88.5%
WDC vs GDX
+3.5%
+85.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.9% |
| 7D | +12.1% | -6.8% | +18.9% | +15.7% |
| 30D | -18.8% | -2.1% | -16.7% | -18.5% |
| 3M | -39.3% | -7.5% | -31.8% | -38.5% |
| 6M | -40.1% | -15.2% | -25.0% | -37.5% |
| YTD | +71.8% | -4.8% | +76.6% | +57.2% |
| 1Y | +88.5% | +6.7% | +81.7% | +52.3% |
| All | +88.5% | +3.5% | +85.0% | +52.3% |
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