+1,188.5%
WDC vs GDXJ
+237.3%
+951.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.2% |
| 7D | -4.3% | -2.8% | -1.5% | -3.6% |
| 30D | -1.5% | +5.0% | -6.4% | -3.2% |
| 3M | -15.5% | +24.1% | -39.6% | -20.5% |
| 6M | +66.5% | -7.4% | +73.8% | +67.2% |
| YTD | +159.9% | +10.2% | +149.6% | +151.0% |
| 1Y | +366.0% | +42.5% | +323.4% | +325.1% |
| 3Y | +1,285.8% | +285.7% | +1,000.1% | +914.5% |
| 5Y | +925.6% | +231.9% | +693.7% | +653.3% |
| All | +1,188.5% | +237.3% | +951.3% | +823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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