+6.7%
GDX vs EAT
+75.7%
-69.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | -4.0% | -2.8% | -6.2% |
| 30D | -2.1% | -2.9% | +0.8% | -1.7% |
| 3M | -7.5% | -16.9% | +9.4% | -5.4% |
| 6M | -15.2% | +57.0% | -72.1% | -21.7% |
| YTD | -4.8% | +38.2% | -43.0% | -8.7% |
| 1Y | +6.7% | +69.3% | -62.6% | -0.6% |
| All | +6.7% | +75.7% | -69.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling