+177.3%
GDX vs ECL
+901.8%
-724.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.8% |
| 7D | +13.6% | -0.8% | +14.4% | +14.0% |
| 30D | +2.5% | +8.1% | -5.6% | -0.5% |
| 3M | +4.4% | +6.4% | -2.0% | +2.0% |
| 6M | -5.2% | +14.8% | -20.0% | -10.2% |
| YTD | +2.1% | +15.5% | -13.3% | -3.2% |
| 1Y | +24.7% | +20.1% | +4.6% | +16.6% |
| 3Y | +211.3% | +77.8% | +133.5% | +148.8% |
| 5Y | +186.7% | +37.9% | +148.8% | +146.5% |
| 10Y | +285.3% | +202.7% | +82.7% | +124.6% |
| All | +177.3% | +901.8% | -724.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling