+745.6%
WMT vs GDXJ
+76.0%
+669.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.2% | +0.9% | -1.2% | -0.3% |
| 30D | -5.8% | +8.8% | -14.7% | -6.2% |
| 3M | -10.8% | +29.8% | -40.6% | -11.9% |
| 6M | -14.3% | -5.8% | -8.5% | -14.4% |
| YTD | -4.4% | +13.6% | -18.0% | -5.4% |
| 1Y | +4.3% | +54.5% | -50.1% | +1.6% |
| 3Y | +100.1% | +301.4% | -201.3% | +86.0% |
| 5Y | +130.8% | +236.3% | -105.5% | +114.8% |
| 10Y | +433.7% | +240.1% | +193.6% | +392.2% |
| All | +745.6% | +76.0% | +669.6% | +683.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling