+289.0%
GDX vs ECL
+153.2%
+135.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +4.0% | -0.8% | +4.7% | +4.2% |
| 30D | +9.5% | -2.5% | +12.0% | +10.3% |
| 3M | +25.1% | +8.3% | +16.8% | +22.2% |
| 6M | -2.9% | -1.1% | -1.8% | -2.7% |
| YTD | +14.7% | +6.5% | +8.2% | +12.8% |
| 1Y | +47.4% | +2.1% | +45.3% | +46.4% |
| 3Y | +259.7% | +57.6% | +202.1% | +214.6% |
| 5Y | +227.7% | +28.1% | +199.6% | +195.1% |
| 10Y | +289.0% | +153.2% | +135.7% | +228.3% |
| All | +289.0% | +153.2% | +135.8% | +228.3% |
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