+101.9%
WMT vs GDXJ
+285.5%
-183.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.3% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | -7.4% | +5.0% | -12.4% | -7.6% |
| 3M | -10.9% | +24.1% | -34.9% | -11.6% |
| 6M | -12.7% | -7.4% | -5.3% | -12.4% |
| YTD | -3.2% | +10.2% | -13.4% | -4.3% |
| 1Y | +5.3% | +42.5% | -37.3% | +1.7% |
| 3Y | +101.9% | +285.7% | -183.9% | +79.5% |
| All | +101.9% | +285.5% | -183.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling