+326.3%
GDX vs EFA
+147.0%
+179.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -6.8% | +2.2% | -9.0% | -8.3% |
| 30D | -2.1% | +1.4% | -3.5% | -3.0% |
| 3M | -7.5% | -4.2% | -3.4% | -4.0% |
| 6M | -15.2% | +1.9% | -17.1% | -15.3% |
| YTD | -4.8% | +10.2% | -15.0% | -9.2% |
| 1Y | +6.7% | +12.8% | -6.1% | +0.3% |
| 3Y | +212.7% | +65.2% | +147.5% | +132.0% |
| 5Y | +151.7% | +49.8% | +101.8% | +92.7% |
| All | +326.3% | +147.0% | +179.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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