+291.6%
GDX vs EFV
+167.0%
+124.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.2% |
| 7D | -5.4% | -2.0% | -3.4% | -4.0% |
| 30D | +6.6% | -0.2% | +6.7% | +6.8% |
| 3M | +30.1% | +9.1% | +21.0% | +22.9% |
| 6M | -7.1% | +11.7% | -18.8% | -12.9% |
| YTD | +12.0% | +17.0% | -5.1% | +2.2% |
| 1Y | +41.2% | +26.7% | +14.5% | +22.9% |
| 3Y | +251.0% | +90.2% | +160.8% | +141.4% |
| 5Y | +226.7% | +96.1% | +130.6% | +118.7% |
| All | +291.6% | +167.0% | +124.6% | +100.5% |
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