+319.2%
GDX vs ECL
+196.4%
+122.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +11.5% | +0.4% | +11.0% | +11.4% |
| 30D | -3.1% | +8.6% | -11.7% | -5.4% |
| 3M | -4.4% | +7.9% | -12.3% | -6.6% |
| 6M | -8.6% | +21.0% | -29.6% | -13.6% |
| YTD | +0.8% | +17.5% | -16.7% | -3.7% |
| 1Y | +14.7% | +19.7% | -5.0% | +9.0% |
| 3Y | +228.8% | +77.4% | +151.3% | +178.4% |
| 5Y | +173.4% | +38.7% | +134.7% | +140.5% |
| 10Y | +319.2% | +193.5% | +125.7% | +231.2% |
| All | +319.2% | +196.4% | +122.8% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling