+355.9%
GDX vs EAT
+321.8%
+34.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -5.1% |
| 7D | +11.5% | -5.9% | +17.4% | +12.0% |
| 30D | -3.1% | +0.7% | -3.8% | -3.2% |
| 3M | -4.4% | -14.2% | +9.8% | -3.4% |
| 6M | -8.6% | +40.7% | -49.3% | -11.4% |
| YTD | +0.8% | +36.0% | -35.1% | -2.2% |
| 1Y | +14.7% | +83.1% | -68.4% | +8.6% |
| 3Y | +228.8% | +474.8% | -246.1% | +180.7% |
| 5Y | +173.4% | +347.6% | -174.2% | +132.8% |
| All | +355.9% | +321.8% | +34.1% | +254.2% |
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