+227.7%
GDX vs EAT
+326.5%
-98.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +4.0% | -4.9% | +8.9% | +4.5% |
| 30D | +9.5% | -1.2% | +10.7% | +9.5% |
| 3M | +25.1% | +52.2% | -27.2% | +19.4% |
| 6M | -2.9% | +65.0% | -68.0% | -8.4% |
| YTD | +14.7% | +55.0% | -40.3% | +8.9% |
| 1Y | +47.4% | +42.1% | +5.4% | +40.9% |
| 3Y | +259.7% | +614.7% | -355.0% | +181.4% |
| 5Y | +227.7% | +322.7% | -95.1% | +139.8% |
| All | +227.7% | +326.5% | -98.8% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling