+906.7%
WMT vs GDX
+217.5%
+689.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +0.1% | +4.0% | -3.8% | -0.1% |
| 30D | -5.0% | +9.5% | -14.4% | -5.4% |
| 3M | -11.3% | +25.1% | -36.4% | -12.4% |
| 6M | -13.8% | -2.9% | -10.9% | -13.9% |
| YTD | -4.2% | +14.7% | -18.9% | -5.4% |
| 1Y | +4.6% | +47.4% | -42.9% | +1.7% |
| 3Y | +100.5% | +259.7% | -159.2% | +85.2% |
| 5Y | +129.7% | +227.7% | -98.0% | +112.0% |
| 10Y | +423.4% | +289.0% | +134.5% | +375.4% |
| All | +906.7% | +217.5% | +689.1% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling