-12.7%
GDX vs EAT
+43.6%
-56.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.8% |
| 7D | +0.7% | -8.9% | +9.7% | +1.8% |
| 30D | -3.8% | +3.4% | -7.2% | -3.8% |
| 3M | -5.4% | -9.3% | +3.9% | -5.0% |
| 6M | -12.7% | +43.8% | -56.5% | -13.2% |
| All | -12.7% | +43.6% | -56.3% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling