+131.4%
WMT vs GDX
+222.1%
-90.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -2.5% | -5.4% | +2.9% | -2.2% |
| 30D | -6.4% | +6.6% | -13.0% | -6.9% |
| 3M | -12.1% | +30.1% | -42.2% | -13.8% |
| 6M | -15.0% | -7.1% | -7.9% | -14.7% |
| YTD | -4.5% | +12.0% | -16.5% | -6.2% |
| 1Y | +6.2% | +41.2% | -35.0% | +1.6% |
| 3Y | +99.9% | +251.0% | -151.1% | +72.3% |
| 5Y | +131.4% | +226.7% | -95.3% | +101.1% |
| All | +131.4% | +222.1% | -90.7% | +101.1% |
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