+228.9%
GDX vs ECL
+31.2%
+197.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.6% |
| 30D | +18.6% | -2.2% | +20.8% | +19.5% |
| 3M | +14.9% | +10.1% | +4.8% | +10.9% |
| 6M | -6.3% | -5.7% | -0.5% | -4.5% |
| YTD | +15.7% | +7.0% | +8.8% | +13.2% |
| 1Y | +54.8% | +2.7% | +52.2% | +53.2% |
| 3Y | +253.4% | +57.7% | +195.7% | +199.2% |
| All | +228.9% | +31.2% | +197.6% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling