+173.8%
GDX vs EAT
+1,075.0%
-901.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -5.0% |
| 7D | +11.5% | -5.9% | +17.4% | +12.1% |
| 30D | -3.1% | +0.7% | -3.8% | -3.2% |
| 3M | -4.4% | -14.2% | +9.8% | -3.3% |
| 6M | -8.6% | +40.7% | -49.3% | -11.9% |
| YTD | +0.8% | +36.0% | -35.1% | -2.7% |
| 1Y | +14.7% | +83.1% | -68.4% | +7.5% |
| 3Y | +228.8% | +474.8% | -246.1% | +172.5% |
| 5Y | +173.4% | +347.6% | -174.2% | +126.6% |
| 10Y | +319.2% | +321.5% | -2.3% | +219.7% |
| All | +173.8% | +1,075.0% | -901.2% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling