+326.3%
GDX vs EFV
+163.3%
+162.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -6.8% | +2.5% | -9.3% | -8.4% |
| 30D | -2.1% | +2.9% | -5.0% | -4.0% |
| 3M | -7.5% | -1.4% | -6.1% | -6.3% |
| 6M | -15.2% | +5.5% | -20.7% | -17.6% |
| YTD | -4.8% | +16.1% | -20.9% | -12.3% |
| 1Y | +6.7% | +20.3% | -13.5% | -3.8% |
| 3Y | +212.7% | +90.4% | +122.3% | +116.5% |
| 5Y | +151.7% | +93.5% | +58.2% | +70.8% |
| All | +326.3% | +163.3% | +162.9% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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