+326.3%
GDX vs EAT
+320.8%
+5.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | -4.0% | -2.8% | -6.5% |
| 30D | -2.1% | -2.9% | +0.8% | -1.9% |
| 3M | -7.5% | -16.9% | +9.4% | -6.3% |
| 6M | -15.2% | +57.0% | -72.1% | -18.5% |
| YTD | -4.8% | +38.2% | -43.0% | -7.8% |
| 1Y | +6.7% | +69.3% | -62.6% | +1.7% |
| 3Y | +212.7% | +483.0% | -270.2% | +166.7% |
| 5Y | +151.7% | +364.1% | -212.5% | +113.8% |
| All | +326.3% | +320.8% | +5.5% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling