+1,359.8%
WDC vs GDX
+259.1%
+1,100.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +6.0% | +4.0% | +2.0% | +4.2% |
| 30D | +9.9% | +9.5% | +0.5% | +5.0% |
| 3M | -9.4% | +25.1% | -34.5% | -18.6% |
| 6M | +94.7% | -2.9% | +97.7% | +91.7% |
| YTD | +177.4% | +14.7% | +162.6% | +157.9% |
| 1Y | +412.6% | +47.4% | +365.2% | +340.5% |
| 3Y | +1,359.8% | +259.7% | +1,100.1% | +863.6% |
| All | +1,359.8% | +259.1% | +1,100.7% | +863.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling