+214.2%
GDX vs EAT
+1,286.1%
-1,071.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +18.6% | +1.9% | +16.7% | +18.3% |
| 3M | +14.9% | +68.7% | -53.8% | +9.2% |
| 6M | -6.3% | +66.9% | -73.2% | -11.1% |
| YTD | +15.7% | +60.4% | -44.7% | +10.1% |
| 1Y | +54.8% | +44.0% | +10.8% | +48.3% |
| 3Y | +253.4% | +604.7% | -351.2% | +187.6% |
| 5Y | +219.7% | +347.0% | -127.4% | +164.7% |
| 10Y | +300.2% | +390.8% | -90.6% | +201.2% |
| All | +214.2% | +1,286.1% | -1,071.9% | +88.2% |
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 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