+214.2%
GDX vs ECL
+828.0%
-613.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.6% |
| 3M | +14.9% | +10.1% | +4.8% | +10.8% |
| 6M | -6.3% | -5.7% | -0.5% | -4.2% |
| YTD | +15.7% | +7.0% | +8.8% | +13.0% |
| 1Y | +54.8% | +2.7% | +52.2% | +53.1% |
| 3Y | +253.4% | +57.7% | +195.7% | +195.1% |
| 5Y | +219.7% | +31.1% | +188.5% | +179.6% |
| 10Y | +300.2% | +150.9% | +149.3% | +152.6% |
| All | +214.2% | +828.0% | -613.8% | -21.4% |
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 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