+258.1%
GDX vs EFA
+64.9%
+193.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.6% |
| 7D | +1.9% | -0.5% | +2.4% | +2.5% |
| 30D | +9.9% | -1.3% | +11.3% | +12.1% |
| 3M | +28.2% | +5.2% | +23.0% | +21.0% |
| 6M | -2.9% | +9.4% | -12.2% | -11.4% |
| YTD | +16.0% | +12.7% | +3.3% | +3.2% |
| 1Y | +49.9% | +19.3% | +30.6% | +26.2% |
| All | +258.1% | +64.9% | +193.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling