+145.0%
WFC vs GDXJ
+237.3%
-92.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.9% |
| 7D | +0.4% | -2.8% | +3.2% | +0.6% |
| 30D | +1.5% | +5.0% | -3.4% | +1.0% |
| 3M | +10.2% | +24.1% | -13.9% | +8.0% |
| 6M | +18.8% | -7.4% | +26.1% | +18.8% |
| YTD | -1.5% | +10.2% | -11.7% | -3.3% |
| 1Y | +13.5% | +42.5% | -29.0% | +9.0% |
| 3Y | +135.0% | +285.7% | -150.8% | +105.3% |
| 5Y | +130.1% | +231.9% | -101.8% | +100.4% |
| All | +145.0% | +237.3% | -92.3% | +113.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling