+212.7%
GDX vs ED
+50.2%
+162.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -6.8% | +2.1% | -8.9% | -7.1% |
| 30D | -2.1% | +10.4% | -12.5% | -3.6% |
| 3M | -7.5% | +12.5% | -20.1% | -9.3% |
| 6M | -15.2% | +14.9% | -30.1% | -17.4% |
| YTD | -4.8% | +24.8% | -29.6% | -9.8% |
| 1Y | +6.7% | +23.8% | -17.1% | +1.3% |
| 3Y | +212.7% | +51.6% | +161.1% | +152.6% |
| All | +212.7% | +50.2% | +162.6% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling