+194.2%
GDX vs EAT
+368.3%
-174.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +15.6% | -3.9% | +19.5% | +16.1% |
| 30D | +2.4% | +5.0% | -2.5% | +1.8% |
| 3M | +1.7% | -9.6% | +11.4% | +2.6% |
| 6M | -3.3% | +46.8% | -50.1% | -7.9% |
| YTD | +6.6% | +41.8% | -35.2% | +1.8% |
| 1Y | +27.0% | +98.3% | -71.3% | +17.0% |
| 3Y | +243.4% | +503.1% | -259.7% | +168.4% |
| 5Y | +194.2% | +356.7% | -162.5% | +120.8% |
| All | +194.2% | +368.3% | -174.1% | +120.8% |
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