+584.9%
WDC vs GDX
+196.8%
+388.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.4% | +5.5% | +8.3% |
| 7D | -14.4% | +15.6% | -30.0% | -19.0% |
| 30D | -27.1% | +2.4% | -29.5% | -27.9% |
| 3M | -33.3% | +1.7% | -35.0% | -34.6% |
| 6M | -39.6% | -3.3% | -36.3% | -40.1% |
| YTD | +68.4% | +6.6% | +61.8% | +61.2% |
| 1Y | +78.2% | +27.0% | +51.2% | +61.8% |
| 3Y | +772.0% | +243.4% | +528.6% | +478.3% |
| 5Y | +584.9% | +194.2% | +390.7% | +336.7% |
| All | +584.9% | +196.8% | +388.1% | +336.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling