+411.1%
WDC vs GDX
+48.1%
+363.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.5% |
| 7D | +7.5% | +1.9% | +5.6% | +6.3% |
| 30D | +10.1% | +9.9% | +0.1% | +3.5% |
| 3M | -6.8% | +28.2% | -35.0% | -20.3% |
| 6M | +84.1% | -2.9% | +87.0% | +80.6% |
| YTD | +180.3% | +16.0% | +164.3% | +148.7% |
| 1Y | +411.1% | +49.9% | +361.2% | +285.9% |
| All | +411.1% | +48.1% | +363.0% | +285.9% |
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