+247.4%
WULF vs GDXJ
+70.7%
+176.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.5% |
| 7D | +1.4% | -2.8% | +4.2% | +1.9% |
| 30D | -2.6% | +5.0% | -7.6% | -3.3% |
| 3M | -34.0% | +24.1% | -58.0% | -36.4% |
| 6M | +10.0% | -7.4% | +17.3% | +11.0% |
| YTD | +45.7% | +10.2% | +35.5% | +44.0% |
| 1Y | +57.3% | +42.5% | +14.8% | +50.1% |
| 3Y | +878.9% | +285.7% | +593.2% | +722.4% |
| 5Y | -28.3% | +231.9% | -260.2% | -39.3% |
| 10Y | +82.7% | +230.0% | -147.3% | +54.2% |
| All | +247.4% | +70.7% | +176.7% | +185.8% |
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